+4.9%
STM vs EXR
+69.9%
-65.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.7% |
| 7D | -10.7% | +5.2% | -15.9% | -12.6% |
| 30D | -25.7% | +20.9% | -46.6% | -31.5% |
| 3M | -21.6% | +7.7% | -29.3% | -24.1% |
| 6M | -27.8% | +13.2% | -41.0% | -32.5% |
| YTD | +61.8% | +26.5% | +35.3% | +42.2% |
| 1Y | +78.1% | +27.2% | +50.9% | +55.8% |
| 3Y | +4.9% | +71.5% | -66.6% | -17.5% |
| All | +4.9% | +69.9% | -65.0% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling