+396.9%
STM vs EXR
+2,662.2%
-2,265.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | +5.8% | -2.6% | +8.4% | +7.0% |
| 30D | -1.0% | -7.2% | +6.2% | +2.2% |
| 3M | -33.3% | -3.5% | -29.8% | -32.9% |
| 6M | +57.4% | -5.3% | +62.7% | +59.8% |
| YTD | +102.2% | +9.4% | +92.8% | +92.2% |
| 1Y | +99.6% | +1.3% | +98.3% | +95.8% |
| 3Y | +14.5% | +22.4% | -7.9% | +1.9% |
| 5Y | +21.4% | -12.2% | +33.6% | +22.6% |
| 10Y | +695.0% | +148.6% | +546.4% | +374.2% |
| All | +396.9% | +2,662.2% | -2,265.3% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling