+2,662.2%
EXR vs SPY
+978.0%
+1,684.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | -7.2% | +0.1% | -7.2% | -7.3% |
| 3M | -3.5% | +2.0% | -5.5% | -5.9% |
| 6M | -5.3% | +13.0% | -18.3% | -16.7% |
| YTD | +9.4% | +13.5% | -4.2% | -4.4% |
| 1Y | +1.3% | +20.0% | -18.6% | -16.4% |
| 3Y | +22.4% | +77.2% | -54.8% | -33.4% |
| 5Y | -12.2% | +81.9% | -94.1% | -53.9% |
| 10Y | +148.6% | +314.1% | -165.5% | -52.6% |
| All | +2,662.2% | +978.0% | +1,684.2% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling