+782.2%
STLD vs EXR
+215.3%
+566.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | -9.7% | +2.7% | -12.3% | -10.4% |
| 30D | -4.5% | +18.9% | -23.5% | -9.5% |
| 3M | -13.1% | +8.4% | -21.4% | -15.4% |
| 6M | -2.8% | +14.3% | -17.1% | -7.0% |
| YTD | +35.3% | +27.2% | +8.1% | +25.2% |
| 1Y | +51.4% | +25.9% | +25.4% | +40.4% |
| 3Y | +117.9% | +54.6% | +63.3% | +84.9% |
| 5Y | +272.6% | -0.6% | +273.2% | +258.4% |
| 10Y | +782.2% | +208.5% | +573.7% | +582.1% |
| All | +782.2% | +215.3% | +566.9% | +582.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling