+262.0%
STT vs EXR
+147.0%
+115.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +2.2% | -0.7% | +2.9% | +2.4% |
| 30D | +3.9% | -6.9% | +10.8% | +6.2% |
| 3M | +19.2% | -3.0% | +22.2% | +20.0% |
| 6M | +60.4% | -2.9% | +63.3% | +61.1% |
| YTD | +51.5% | +9.3% | +42.2% | +46.2% |
| 1Y | +76.3% | -0.9% | +77.2% | +75.2% |
| 3Y | +200.7% | +24.7% | +176.0% | +173.5% |
| 5Y | +157.5% | -11.7% | +169.2% | +156.5% |
| 10Y | +262.0% | +148.4% | +113.6% | +193.2% |
| All | +262.0% | +147.0% | +115.0% | +193.2% |
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