-29.4%
STZ vs EXR
-0.3%
-29.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +4.9% | +5.2% | -0.3% | +3.4% |
| 30D | +20.9% | +20.9% | 0.0% | +14.4% |
| 3M | +8.0% | +7.7% | +0.3% | +5.7% |
| 6M | -5.3% | +13.2% | -18.5% | -8.7% |
| YTD | +5.9% | +26.5% | -20.6% | -1.1% |
| 1Y | +14.2% | +27.2% | -13.0% | +6.4% |
| 3Y | -37.0% | +71.5% | -108.5% | -46.3% |
| All | -29.4% | -0.3% | -29.1% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling