+3,114.4%
EXR vs SPY
+956.1%
+2,158.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -1.7% |
| 7D | +2.7% | +0.1% | +2.6% | +2.4% |
| 30D | +18.9% | -3.3% | +22.3% | +22.5% |
| 3M | +8.4% | -2.4% | +10.8% | +10.6% |
| 6M | +14.3% | +2.6% | +11.7% | +10.4% |
| YTD | +27.2% | +11.2% | +16.0% | +13.1% |
| 1Y | +25.9% | +13.4% | +12.5% | +9.7% |
| 3Y | +54.6% | +79.9% | -25.3% | -17.5% |
| 5Y | -0.6% | +72.2% | -72.8% | -45.0% |
| 10Y | +208.5% | +307.3% | -98.8% | -40.4% |
| All | +3,114.4% | +956.1% | +2,158.2% | +99.2% |
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 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