+3,094.9%
EXR vs SPY
+931.7%
+2,163.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.9% |
| 7D | +5.2% | -2.7% | +7.9% | +7.9% |
| 30D | +20.9% | -5.4% | +26.3% | +27.3% |
| 3M | +7.7% | -4.1% | +11.8% | +11.8% |
| 6M | +13.2% | +0.7% | +12.5% | +11.3% |
| YTD | +26.5% | +8.7% | +17.8% | +15.1% |
| 1Y | +27.2% | +10.9% | +16.3% | +13.3% |
| 3Y | +71.5% | +75.0% | -3.5% | -5.9% |
| 5Y | +0.4% | +67.8% | -67.4% | -42.9% |
| 10Y | +225.2% | +312.9% | -87.7% | -38.6% |
| All | +3,094.9% | +931.7% | +2,163.2% | +102.6% |
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