+201.0%
STT vs EXR
+215.3%
-14.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.0% |
| 7D | +0.9% | +2.7% | -1.8% | +0.1% |
| 30D | -2.3% | +18.9% | -21.3% | -7.5% |
| 3M | -7.0% | +8.4% | -15.3% | -9.4% |
| 6M | +15.5% | +14.3% | +1.2% | +10.3% |
| YTD | +35.6% | +27.2% | +8.3% | +24.5% |
| 1Y | +47.9% | +25.9% | +21.9% | +36.2% |
| 3Y | +181.1% | +54.6% | +126.4% | +138.4% |
| 5Y | +108.2% | -0.6% | +108.8% | +99.6% |
| 10Y | +201.0% | +208.5% | -7.5% | +133.1% |
| All | +201.0% | +215.3% | -14.3% | +133.1% |
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