+204.8%
STT vs EXR
+22.7%
+182.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +0.5% | -2.6% | +3.0% | +1.2% |
| 30D | +3.9% | -7.2% | +11.0% | +6.0% |
| 3M | +20.0% | -3.5% | +23.5% | +20.8% |
| 6M | +55.3% | -5.3% | +60.6% | +57.0% |
| YTD | +53.3% | +9.4% | +44.0% | +47.7% |
| 1Y | +74.7% | +1.3% | +73.4% | +72.1% |
| All | +204.8% | +22.7% | +182.1% | +183.9% |
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