+422.5%
STM vs EXR
+215.3%
+207.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.5% |
| 7D | -5.6% | +2.7% | -8.3% | -6.5% |
| 30D | -14.4% | +18.9% | -33.4% | -19.9% |
| 3M | -20.5% | +8.4% | -28.8% | -23.1% |
| 6M | -24.5% | +14.3% | -38.8% | -29.0% |
| YTD | +72.7% | +27.2% | +45.4% | +55.5% |
| 1Y | +91.0% | +25.9% | +65.1% | +72.5% |
| 3Y | +13.5% | +54.6% | -41.1% | -5.5% |
| 5Y | -9.2% | -0.6% | -8.6% | -13.7% |
| 10Y | +422.5% | +208.5% | +214.0% | +297.7% |
| All | +422.5% | +215.3% | +207.3% | +297.7% |
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