+241.3%
SAN vs EXR
+53.2%
+188.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +1.0% | -1.2% | +2.2% | +1.4% |
| 30D | -9.4% | +18.3% | -27.7% | -13.7% |
| 3M | -17.1% | +9.1% | -26.2% | -19.2% |
| 6M | +2.2% | +11.7% | -9.6% | -1.4% |
| YTD | +6.0% | +25.7% | -19.7% | -1.2% |
| 1Y | +12.7% | +24.9% | -12.2% | +5.2% |
| All | +241.3% | +53.2% | +188.0% | +199.3% |
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