+463.1%
STM vs EXR
+217.4%
+245.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +1.4% | -1.1% | +2.6% | +1.9% |
| 30D | -8.4% | +18.8% | -27.1% | -14.2% |
| 3M | -15.8% | +9.9% | -25.7% | -19.0% |
| 6M | -22.8% | +12.6% | -35.5% | -27.0% |
| YTD | +79.4% | +26.5% | +52.9% | +61.9% |
| 1Y | +97.0% | +24.5% | +72.5% | +78.8% |
| 3Y | +14.2% | +52.4% | -38.2% | -4.4% |
| 5Y | -4.5% | -1.5% | -2.9% | -8.9% |
| 10Y | +463.1% | +216.0% | +247.1% | +333.8% |
| All | +463.1% | +217.4% | +245.7% | +333.8% |
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 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