+96.5%
STM vs EXR
+28.1%
+68.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.1% | -9.1% | -6.1% |
| 7D | -6.0% | +11.3% | -17.3% | -6.5% |
| 30D | -20.9% | +21.2% | -42.1% | -21.8% |
| 3M | -15.8% | +8.7% | -24.5% | -15.6% |
| 6M | -17.0% | +18.2% | -35.3% | -20.8% |
| YTD | +76.8% | +27.9% | +48.8% | +60.0% |
| 1Y | +96.5% | +28.3% | +68.2% | +77.9% |
| All | +96.5% | +28.1% | +68.4% | +77.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling