+4,296.9%
STLD vs EXR
+3,113.6%
+1,183.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -7.3% |
| 7D | -12.5% | +6.8% | -19.3% | -15.6% |
| 30D | -6.8% | +19.6% | -26.4% | -15.5% |
| 3M | -16.4% | +8.0% | -24.3% | -20.1% |
| 6M | -6.1% | +17.2% | -23.3% | -14.4% |
| YTD | +32.0% | +27.2% | +4.8% | +14.7% |
| 1Y | +45.5% | +26.1% | +19.4% | +27.0% |
| 3Y | +106.5% | +70.7% | +35.8% | +44.7% |
| 5Y | +267.2% | +1.0% | +266.2% | +232.7% |
| 10Y | +878.9% | +227.1% | +651.8% | +300.0% |
| All | +4,296.9% | +3,113.6% | +1,183.3% | +260.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling