+595.6%
STT vs EXR
+2,662.2%
-2,066.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.9% |
| 7D | +0.5% | -2.6% | +3.0% | +2.0% |
| 30D | +3.9% | -7.2% | +11.0% | +8.3% |
| 3M | +20.0% | -3.5% | +23.5% | +21.8% |
| 6M | +55.3% | -5.3% | +60.6% | +58.6% |
| YTD | +53.3% | +9.4% | +44.0% | +43.4% |
| 1Y | +74.7% | +1.3% | +73.4% | +69.9% |
| 3Y | +205.8% | +22.4% | +183.4% | +154.7% |
| 5Y | +145.0% | -12.2% | +157.2% | +138.0% |
| 10Y | +266.0% | +148.6% | +117.4% | +63.3% |
| All | +595.6% | +2,662.2% | -2,066.6% | -43.6% |
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