+292.8%
STLD vs EXR
-1.3%
+294.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.3% |
| 3M | -11.9% | +9.7% | -21.5% | -14.7% |
| 6M | +0.9% | +13.4% | -12.5% | -3.6% |
| YTD | +40.4% | +26.3% | +14.1% | +29.3% |
| 1Y | +56.6% | +27.6% | +29.0% | +43.6% |
| 3Y | +125.5% | +52.2% | +73.3% | +86.6% |
| 5Y | +292.8% | -1.1% | +293.9% | +291.8% |
| All | +292.8% | -1.3% | +294.1% | +291.8% |
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