-72.0%
S vs EXR
-11.8%
-60.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.0% |
| 7D | -7.7% | -2.6% | -5.1% | -6.5% |
| 30D | -5.3% | -7.2% | +1.9% | -1.8% |
| 3M | +20.3% | -3.5% | +23.8% | +22.1% |
| 6M | +47.4% | -5.3% | +52.7% | +50.1% |
| YTD | +32.5% | +9.4% | +23.2% | +23.9% |
| 1Y | +9.5% | +1.3% | +8.2% | +6.5% |
| 3Y | +15.5% | +22.4% | -6.9% | -5.0% |
| All | -72.0% | -11.8% | -60.2% | -74.8% |
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