+334.8%
SAN vs EXR
+147.0%
+187.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.3% | -0.7% | +4.0% | +3.5% |
| 30D | +1.1% | -6.9% | +8.0% | +3.1% |
| 3M | +22.2% | -3.0% | +25.2% | +22.9% |
| 6M | +36.0% | -2.9% | +39.0% | +36.8% |
| YTD | +28.2% | +9.3% | +19.0% | +24.8% |
| 1Y | +54.1% | -0.9% | +55.1% | +53.7% |
| 3Y | +354.2% | +24.7% | +329.5% | +318.9% |
| 5Y | +387.3% | -11.7% | +399.0% | +384.5% |
| 10Y | +334.8% | +148.4% | +186.4% | +268.2% |
| All | +334.8% | +147.0% | +187.8% | +268.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling