+335.0%
STRL vs EXR
+51.9%
+283.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -19.8% | +1.7% | -21.6% | -20.1% |
| 30D | -43.6% | +18.0% | -61.6% | -45.3% |
| 3M | -45.2% | +9.7% | -54.9% | -46.2% |
| 6M | -65.7% | +13.4% | -79.2% | -66.9% |
| YTD | -5.4% | +26.3% | -31.7% | -11.1% |
| 1Y | -24.7% | +27.6% | -52.2% | -29.4% |
| 3Y | +335.0% | +52.2% | +282.9% | +286.9% |
| All | +335.0% | +51.9% | +283.1% | +286.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling