+183.1%
STT vs EXR
+53.5%
+129.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +4.8% | -0.4% | +5.2% | +4.9% |
| 30D | +3.9% | +18.2% | -14.3% | -0.9% |
| 3M | -8.2% | +7.3% | -15.5% | -10.0% |
| 6M | +15.6% | +13.8% | +1.8% | +10.9% |
| YTD | +37.6% | +25.9% | +11.7% | +27.1% |
| 1Y | +50.1% | +25.8% | +24.3% | +38.6% |
| 3Y | +183.1% | +53.7% | +129.3% | +142.8% |
| All | +183.1% | +53.5% | +129.5% | +142.8% |
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 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