+831.9%
SAP vs EXR
+3,113.6%
-2,281.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.6% |
| 7D | +4.0% | +6.8% | -2.8% | +1.8% |
| 30D | +15.7% | +19.6% | -3.9% | +9.1% |
| 3M | +23.4% | +8.0% | +15.4% | +20.3% |
| 6M | +41.3% | +17.2% | +24.1% | +33.9% |
| YTD | +2.0% | +27.2% | -25.2% | -6.4% |
| 1Y | -5.1% | +26.1% | -31.2% | -12.7% |
| 3Y | +82.1% | +70.7% | +11.5% | +47.9% |
| 5Y | +77.2% | +1.0% | +76.2% | +68.4% |
| 10Y | +233.6% | +227.1% | +6.6% | +103.8% |
| All | +831.9% | +3,113.6% | -2,281.6% | +137.5% |
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