+10.0%
STT vs EXR
+14.7%
-4.7%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -2.5% | +5.2% | -7.7% | -2.3% |
| 30D | -5.0% | +20.9% | -25.8% | -4.4% |
| 3M | -10.5% | +7.7% | -18.2% | -10.7% |
| 6M | +10.0% | +13.2% | -3.2% | +9.3% |
| All | +10.0% | +14.7% | -4.7% | +9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling