+415.0%
SAN vs EXR
+2,662.2%
-2,247.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | +1.8% | -2.6% | +4.3% | +3.1% |
| 30D | +2.0% | -7.2% | +9.2% | +5.7% |
| 3M | +19.7% | -3.5% | +23.2% | +21.3% |
| 6M | +30.6% | -5.3% | +35.9% | +33.7% |
| YTD | +28.8% | +9.4% | +19.5% | +22.4% |
| 1Y | +57.8% | +1.3% | +56.4% | +54.9% |
| 3Y | +338.1% | +22.4% | +315.7% | +276.7% |
| 5Y | +384.2% | -12.2% | +396.4% | +372.3% |
| 10Y | +353.1% | +148.6% | +204.6% | +129.4% |
| All | +415.0% | +2,662.2% | -2,247.2% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling