+740.9%
STLD vs EXR
+216.3%
+524.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +2.9% | -0.4% | +3.4% | +3.1% |
| 30D | -5.6% | +18.2% | -23.8% | -10.4% |
| 3M | -11.7% | +7.3% | -19.1% | -13.8% |
| 6M | -2.8% | +13.8% | -16.6% | -6.9% |
| YTD | +36.4% | +25.9% | +10.5% | +26.5% |
| 1Y | +50.0% | +25.8% | +24.2% | +39.1% |
| 3Y | +122.3% | +53.7% | +68.6% | +88.7% |
| 5Y | +273.2% | -1.8% | +275.0% | +260.2% |
| All | +740.9% | +216.3% | +524.6% | +544.2% |
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