+3,877.1%
STRL vs EXR
+217.4%
+3,659.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.8% | +4.9% |
| 7D | +7.1% | -1.1% | +8.3% | +7.5% |
| 30D | -39.4% | +18.8% | -58.1% | -42.8% |
| 3M | -43.0% | +9.9% | -52.9% | -44.9% |
| 6M | -65.0% | +12.6% | -77.6% | -66.8% |
| YTD | -0.8% | +26.5% | -27.3% | -9.3% |
| 1Y | -20.3% | +24.5% | -44.8% | -26.8% |
| 3Y | +356.5% | +52.4% | +304.1% | +279.2% |
| 5Y | +952.8% | -1.5% | +954.4% | +900.4% |
| 10Y | +3,877.1% | +216.0% | +3,661.1% | +2,763.6% |
| All | +3,877.1% | +217.4% | +3,659.7% | +2,763.6% |
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