+444.1%
STM vs EXR
+205.9%
+238.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.6% |
| 7D | -7.9% | +1.7% | -9.7% | -8.5% |
| 30D | -14.1% | +18.0% | -32.2% | -19.4% |
| 3M | -17.6% | +9.7% | -27.3% | -20.7% |
| 6M | -24.2% | +13.4% | -37.7% | -28.6% |
| YTD | +73.3% | +26.3% | +47.0% | +56.5% |
| 1Y | +90.1% | +27.6% | +62.5% | +70.9% |
| 3Y | +10.3% | +52.2% | -41.8% | -7.5% |
| 5Y | -5.7% | -1.1% | -4.7% | -10.2% |
| 10Y | +444.1% | +216.8% | +227.3% | +319.2% |
| All | +444.1% | +205.9% | +238.2% | +319.2% |
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