+793.4%
SAP vs EXR
+3,094.9%
-2,301.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -3.9% |
| 7D | -0.7% | +5.2% | -5.9% | -2.3% |
| 30D | +11.1% | +20.9% | -9.8% | +4.4% |
| 3M | +17.0% | +7.7% | +9.3% | +14.2% |
| 6M | +34.8% | +13.2% | +21.7% | +29.3% |
| YTD | -2.2% | +26.5% | -28.7% | -10.1% |
| 1Y | -6.4% | +27.2% | -33.6% | -14.2% |
| 3Y | +75.1% | +71.5% | +3.6% | +42.0% |
| 5Y | +69.8% | +0.4% | +69.5% | +61.7% |
| 10Y | +219.8% | +225.2% | -5.3% | +95.8% |
| All | +793.4% | +3,094.9% | -2,301.5% | +128.1% |
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