+787.1%
STLD vs EXR
+205.9%
+581.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.5% | +4.0% |
| 7D | -4.7% | +1.7% | -6.4% | -5.2% |
| 30D | -0.9% | +18.0% | -19.0% | -6.0% |
| 3M | -11.9% | +9.7% | -21.5% | -14.5% |
| 6M | +0.9% | +13.4% | -12.5% | -3.3% |
| YTD | +40.4% | +26.3% | +14.1% | +30.1% |
| 1Y | +56.6% | +27.6% | +29.0% | +44.5% |
| 3Y | +125.5% | +52.2% | +73.3% | +92.0% |
| 5Y | +292.8% | -1.1% | +293.9% | +278.3% |
| 10Y | +787.1% | +216.8% | +570.3% | +573.2% |
| All | +787.1% | +205.9% | +581.2% | +573.2% |
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