+784.6%
STRL vs EXR
-0.3%
+784.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.6% |
| 7D | -26.9% | +5.2% | -32.1% | -27.9% |
| 30D | -52.7% | +20.9% | -73.5% | -55.0% |
| 3M | -52.8% | +7.7% | -60.5% | -53.9% |
| 6M | -71.5% | +13.2% | -84.7% | -72.7% |
| YTD | -17.4% | +26.5% | -43.9% | -23.4% |
| 1Y | -35.0% | +27.2% | -62.2% | -39.8% |
| 3Y | +239.2% | +71.5% | +167.7% | +177.6% |
| All | +784.6% | -0.3% | +784.9% | +741.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling