+2,071.0%
STX vs EXR
+215.3%
+1,855.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.6% | +9.2% | +9.6% |
| 7D | -14.8% | +2.7% | -17.4% | -15.3% |
| 30D | -35.4% | +18.9% | -54.3% | -38.3% |
| 3M | -37.7% | +8.4% | -46.0% | -39.2% |
| 6M | -35.2% | +14.3% | -49.5% | -38.3% |
| YTD | +84.4% | +27.2% | +57.1% | +69.3% |
| 1Y | +82.3% | +25.9% | +56.3% | +67.6% |
| 3Y | +646.2% | +54.6% | +591.6% | +527.3% |
| 5Y | +487.4% | -0.6% | +488.0% | +460.7% |
| 10Y | +2,071.0% | +208.5% | +1,862.5% | +1,583.6% |
| All | +2,071.0% | +215.3% | +1,855.8% | +1,583.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling