+298.4%
SAN vs EXR
-1.8%
+300.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +4.0% | -0.4% | +4.4% | +4.2% |
| 30D | -7.8% | +18.2% | -26.0% | -12.4% |
| 3M | -16.4% | +7.3% | -23.7% | -18.2% |
| 6M | +3.5% | +13.8% | -10.3% | -0.8% |
| YTD | +6.7% | +25.9% | -19.2% | -1.0% |
| 1Y | +14.5% | +25.8% | -11.3% | +6.3% |
| 3Y | +243.5% | +53.7% | +189.8% | +193.2% |
| All | +298.4% | -1.8% | +300.1% | +268.8% |
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