+15.6%
STZ vs EXR
+25.3%
-9.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.6% | -0.4% | +3.0% | +2.8% |
| 30D | +15.2% | +18.2% | -3.0% | +7.2% |
| 3M | +7.6% | +7.3% | +0.3% | +4.3% |
| 6M | +5.3% | +13.8% | -8.6% | -0.2% |
| YTD | +8.6% | +25.9% | -17.3% | -2.6% |
| 1Y | +15.6% | +25.8% | -10.2% | +3.8% |
| All | +15.6% | +25.3% | -9.7% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling