-70.8%
S vs EXR
-2.2%
-68.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.6% | -5.6% | -6.0% |
| 7D | +4.1% | -1.2% | +5.3% | +4.7% |
| 30D | -7.2% | +18.3% | -25.5% | -14.6% |
| 3M | 0.0% | +9.1% | -9.1% | -4.3% |
| 6M | +41.6% | +11.7% | +29.9% | +33.3% |
| YTD | +48.6% | +25.7% | +22.9% | +29.8% |
| 1Y | +30.0% | +24.9% | +5.1% | +14.1% |
| 3Y | +42.2% | +51.4% | -9.3% | +4.4% |
| 5Y | -70.8% | -1.9% | -68.8% | -73.7% |
| All | -70.8% | -2.2% | -68.6% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling