+7,161.0%
STRL vs EXR
+148.5%
+7,012.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +6.1% |
| 7D | +3.4% | -2.6% | +6.0% | +4.2% |
| 30D | -9.2% | -7.2% | -2.1% | -7.1% |
| 3M | -51.0% | -3.5% | -47.5% | -51.0% |
| 6M | +15.8% | -5.3% | +21.1% | +16.8% |
| YTD | +58.9% | +9.4% | +49.5% | +52.8% |
| 1Y | +68.5% | +1.3% | +67.2% | +65.7% |
| 3Y | +485.2% | +22.4% | +462.8% | +425.0% |
| 5Y | +2,005.1% | -12.2% | +2,017.3% | +1,975.9% |
| All | +7,161.0% | +148.5% | +7,012.6% | +5,504.7% |
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