+48.2%
S vs EXR
+54.2%
-6.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +1.2% | -1.1% | +2.4% | +1.6% |
| 30D | -7.3% | +18.8% | -26.1% | -12.3% |
| 3M | +5.9% | +9.9% | -4.0% | +2.7% |
| 6M | +45.6% | +12.6% | +33.0% | +39.7% |
| YTD | +58.5% | +26.5% | +32.0% | +44.0% |
| 1Y | +37.6% | +24.5% | +13.1% | +25.9% |
| All | +48.2% | +54.2% | -6.1% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling