-68.9%
S vs EXR
-0.3%
-68.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | -13.4% | +5.2% | -18.6% | -15.6% |
| 30D | -14.0% | +20.9% | -34.9% | -21.7% |
| 3M | +4.9% | +7.7% | -2.8% | +0.9% |
| 6M | +42.0% | +13.2% | +28.8% | +32.7% |
| YTD | +45.1% | +26.5% | +18.7% | +26.3% |
| 1Y | +33.1% | +27.2% | +5.9% | +15.5% |
| 3Y | +40.6% | +71.5% | -30.9% | -5.4% |
| All | -68.9% | -0.3% | -68.5% | -72.4% |
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