-4.6%
STM vs EXR
-1.8%
-2.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +12.0% | -0.4% | +12.4% | +12.2% |
| 30D | -0.4% | +18.2% | -18.6% | -8.2% |
| 3M | -13.2% | +7.3% | -20.5% | -16.4% |
| 6M | -26.1% | +13.8% | -39.9% | -31.6% |
| YTD | +81.2% | +25.9% | +55.2% | +58.4% |
| 1Y | +98.3% | +25.8% | +72.5% | +73.3% |
| 3Y | +16.7% | +53.7% | -37.0% | -10.2% |
| All | -4.6% | -1.8% | -2.8% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling