+280.7%
STM vs EXR
+3,113.6%
-2,832.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.6% | -11.8% | -12.1% |
| 7D | -20.1% | +6.8% | -26.9% | -22.4% |
| 30D | -32.0% | +19.6% | -51.6% | -37.3% |
| 3M | -24.2% | +8.0% | -32.1% | -27.0% |
| 6M | -29.9% | +17.2% | -47.1% | -35.5% |
| YTD | +54.9% | +27.2% | +27.7% | +37.2% |
| 1Y | +68.0% | +26.1% | +41.9% | +49.2% |
| 3Y | -0.1% | +70.7% | -70.8% | -23.5% |
| 5Y | -17.9% | +1.0% | -18.9% | -22.2% |
| 10Y | +392.2% | +227.1% | +165.2% | +159.9% |
| All | +280.7% | +3,113.6% | -2,832.9% | -35.0% |
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 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