+853.2%
STZ vs EXR
+3,113.6%
-2,260.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.5% |
| 7D | +11.8% | +6.8% | +5.0% | +9.6% |
| 30D | +26.0% | +19.6% | +6.4% | +19.2% |
| 3M | +11.5% | +8.0% | +3.6% | +8.9% |
| 6M | -2.0% | +17.2% | -19.1% | -6.7% |
| YTD | +7.9% | +27.2% | -19.4% | -0.1% |
| 1Y | +13.9% | +26.1% | -12.1% | +5.7% |
| 3Y | -35.8% | +70.7% | -106.5% | -46.8% |
| 5Y | -28.4% | +1.0% | -29.4% | -31.6% |
| 10Y | +7.1% | +227.1% | -220.0% | -31.2% |
| All | +853.2% | +3,113.6% | -2,260.4% | +198.6% |
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