+3,667.8%
STRL vs EXR
+221.5%
+3,446.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.6% |
| 7D | -26.9% | +5.2% | -32.1% | -28.2% |
| 30D | -52.7% | +20.9% | -73.5% | -55.6% |
| 3M | -52.8% | +7.7% | -60.5% | -54.2% |
| 6M | -71.5% | +13.2% | -84.7% | -73.0% |
| YTD | -17.4% | +26.5% | -43.9% | -24.5% |
| 1Y | -35.0% | +27.2% | -62.2% | -40.7% |
| 3Y | +239.2% | +71.5% | +167.7% | +169.9% |
| 5Y | +830.2% | +0.4% | +829.8% | +777.5% |
| All | +3,667.8% | +221.5% | +3,446.3% | +2,627.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling