+1,883.6%
STX vs EXR
+221.5%
+1,662.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -28.5% | +5.2% | -33.7% | -29.5% |
| 30D | -42.9% | +20.9% | -63.8% | -45.8% |
| 3M | -45.9% | +7.7% | -53.6% | -47.1% |
| 6M | -41.3% | +13.2% | -54.5% | -44.0% |
| YTD | +67.9% | +26.5% | +41.5% | +54.4% |
| 1Y | +66.5% | +27.2% | +39.3% | +52.6% |
| 3Y | +588.0% | +71.5% | +516.4% | +457.8% |
| 5Y | +449.1% | +0.4% | +448.7% | +422.5% |
| All | +1,883.6% | +221.5% | +1,662.2% | +1,438.7% |
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