-1.1%
EXR vs SPY
+67.4%
-68.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | +5.2% | -2.7% | +7.9% | +7.2% |
| 30D | +20.9% | -5.4% | +26.3% | +25.7% |
| 3M | +7.7% | -4.1% | +11.8% | +10.8% |
| 6M | +13.2% | +0.7% | +12.5% | +11.8% |
| YTD | +26.5% | +8.7% | +17.8% | +17.5% |
| 1Y | +27.2% | +10.9% | +16.3% | +16.2% |
| 3Y | +71.5% | +75.0% | -3.5% | +3.5% |
| All | -1.1% | +67.4% | -68.4% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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