+154.5%
STT vs EXR
-11.8%
+166.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +0.5% | -2.6% | +3.0% | +1.4% |
| 30D | +3.9% | -7.2% | +11.0% | +6.4% |
| 3M | +20.0% | -3.5% | +23.5% | +21.0% |
| 6M | +55.3% | -5.3% | +60.6% | +57.3% |
| YTD | +53.3% | +9.4% | +44.0% | +47.1% |
| 1Y | +74.7% | +1.3% | +73.4% | +71.9% |
| 3Y | +205.8% | +22.4% | +183.4% | +174.7% |
| All | +154.5% | -11.8% | +166.3% | +149.4% |
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