+1,081.9%
STLD vs EXR
+148.5%
+933.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | +3.1% | -2.6% | +5.7% | +4.0% |
| 30D | -9.0% | -7.2% | -1.8% | -6.9% |
| 3M | -12.4% | -3.5% | -8.9% | -11.5% |
| 6M | +25.5% | -5.3% | +30.8% | +27.3% |
| YTD | +43.6% | +9.4% | +34.3% | +39.3% |
| 1Y | +87.2% | +1.3% | +85.9% | +85.5% |
| 3Y | +135.2% | +22.4% | +112.8% | +114.6% |
| 5Y | +290.9% | -12.2% | +303.1% | +291.0% |
| All | +1,081.9% | +148.5% | +933.4% | +866.9% |
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