+70.8%
SAP vs EXR
-0.3%
+71.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -4.0% |
| 7D | -0.7% | +5.2% | -5.9% | -2.1% |
| 30D | +11.1% | +20.9% | -9.8% | +5.0% |
| 3M | +17.0% | +7.7% | +9.3% | +14.4% |
| 6M | +34.8% | +13.2% | +21.7% | +29.9% |
| YTD | -2.2% | +26.5% | -28.7% | -9.3% |
| 1Y | -6.4% | +27.2% | -33.6% | -13.4% |
| 3Y | +75.1% | +71.5% | +3.6% | +42.5% |
| All | +70.8% | -0.3% | +71.1% | +58.2% |
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 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