-10.5%
STRL vs EXR
+25.3%
-35.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.0% |
| 7D | +15.7% | -0.4% | +16.1% | +15.6% |
| 30D | -35.5% | +18.2% | -53.7% | -35.2% |
| 3M | -47.1% | +7.3% | -54.5% | -46.6% |
| 6M | -65.8% | +13.8% | -79.6% | -66.8% |
| YTD | -4.5% | +25.9% | -30.4% | -6.5% |
| 1Y | -10.5% | +25.8% | -36.3% | -12.7% |
| All | -10.5% | +25.3% | -35.7% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling