+2,022.6%
STRL vs EXR
-11.8%
+2,034.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +6.1% |
| 7D | +3.4% | -2.6% | +6.0% | +4.1% |
| 30D | -9.2% | -7.2% | -2.1% | -7.5% |
| 3M | -51.0% | -3.5% | -47.5% | -51.0% |
| 6M | +15.8% | -5.3% | +21.1% | +16.4% |
| YTD | +58.9% | +9.4% | +49.5% | +53.4% |
| 1Y | +68.5% | +1.3% | +67.2% | +65.8% |
| 3Y | +485.2% | +22.4% | +462.8% | +430.2% |
| All | +2,022.6% | -11.8% | +2,034.4% | +1,939.4% |
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