+4,685.0%
STLD vs EXR
+2,662.2%
+2,022.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | +3.1% | -2.6% | +5.7% | +4.6% |
| 30D | -9.0% | -7.2% | -1.8% | -5.4% |
| 3M | -12.4% | -3.5% | -8.9% | -11.0% |
| 6M | +25.5% | -5.3% | +30.8% | +28.5% |
| YTD | +43.6% | +9.4% | +34.3% | +35.9% |
| 1Y | +87.2% | +1.3% | +85.9% | +83.8% |
| 3Y | +135.2% | +22.4% | +112.8% | +98.2% |
| 5Y | +290.9% | -12.2% | +303.1% | +281.6% |
| 10Y | +1,113.5% | +148.6% | +964.9% | +480.3% |
| All | +4,685.0% | +2,662.2% | +2,022.7% | +327.3% |
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