+492.9%
STT vs EXR
+3,094.9%
-2,602.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -2.5% | +5.2% | -7.7% | -5.3% |
| 30D | -5.0% | +20.9% | -25.8% | -14.9% |
| 3M | -10.5% | +7.7% | -18.2% | -14.5% |
| 6M | +10.0% | +13.2% | -3.2% | +1.5% |
| YTD | +30.7% | +26.5% | +4.2% | +12.1% |
| 1Y | +43.8% | +27.2% | +16.6% | +22.7% |
| 3Y | +168.1% | +71.5% | +96.5% | +83.0% |
| 5Y | +101.4% | +0.4% | +101.0% | +81.4% |
| 10Y | +211.3% | +225.2% | -13.9% | +18.1% |
| All | +492.9% | +3,094.9% | -2,602.1% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling