+90.1%
STM vs EXR
+26.0%
+64.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.4% |
| 7D | -7.9% | +1.7% | -9.7% | -7.9% |
| 30D | -14.1% | +18.0% | -32.2% | -14.8% |
| 3M | -17.6% | +9.7% | -27.3% | -17.6% |
| 6M | -24.2% | +13.4% | -37.7% | -26.5% |
| YTD | +73.3% | +26.3% | +47.0% | +56.3% |
| 1Y | +90.1% | +27.6% | +62.5% | +71.0% |
| All | +90.1% | +26.0% | +64.1% | +71.0% |
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