+661.5%
STM vs EXR
+148.5%
+513.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +5.8% | -2.6% | +8.4% | +6.8% |
| 30D | -1.0% | -7.2% | +6.2% | +1.7% |
| 3M | -33.3% | -3.5% | -29.8% | -33.0% |
| 6M | +57.4% | -5.3% | +62.7% | +59.3% |
| YTD | +102.2% | +9.4% | +92.8% | +93.4% |
| 1Y | +99.6% | +1.3% | +98.3% | +96.2% |
| 3Y | +14.5% | +22.4% | -7.9% | +4.2% |
| 5Y | +21.4% | -12.2% | +33.6% | +21.5% |
| All | +661.5% | +148.5% | +513.0% | +528.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling