+3,988.2%
STRL vs EXR
+215.3%
+3,772.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.6% | +14.4% | +14.8% |
| 7D | -13.3% | +2.7% | -16.0% | -14.2% |
| 30D | -43.3% | +18.9% | -62.3% | -46.6% |
| 3M | -46.9% | +8.4% | -55.2% | -48.4% |
| 6M | -65.6% | +14.3% | -79.9% | -67.5% |
| YTD | -5.1% | +27.2% | -32.3% | -13.3% |
| 1Y | -23.1% | +25.9% | -49.0% | -29.6% |
| 3Y | +346.8% | +54.6% | +292.2% | +269.7% |
| 5Y | +907.2% | -0.6% | +907.8% | +854.2% |
| 10Y | +3,988.2% | +208.5% | +3,779.7% | +2,876.1% |
| All | +3,988.2% | +215.3% | +3,772.9% | +2,876.1% |
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