+258.8%
STLD vs EXR
-0.3%
+259.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | -11.1% | +5.2% | -16.3% | -12.6% |
| 30D | -4.8% | +20.9% | -25.7% | -10.6% |
| 3M | -14.6% | +7.7% | -22.3% | -16.8% |
| 6M | -7.4% | +13.2% | -20.6% | -11.4% |
| YTD | +32.6% | +26.5% | +6.1% | +22.0% |
| 1Y | +47.3% | +27.2% | +20.1% | +35.2% |
| 3Y | +107.5% | +71.5% | +36.0% | +63.3% |
| All | +258.8% | -0.3% | +259.1% | +256.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling