+112.6%
SBAC vs EXR
+215.7%
-103.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -3.4% | -1.2% | -2.2% | -2.8% |
| 30D | +2.6% | +18.3% | -15.7% | -5.9% |
| 3M | +2.6% | +9.1% | -6.5% | -1.9% |
| 6M | -11.5% | +11.7% | -23.3% | -16.6% |
| YTD | -1.6% | +25.7% | -27.3% | -12.6% |
| 1Y | -5.1% | +24.9% | -30.0% | -15.5% |
| 3Y | -9.3% | +51.4% | -60.8% | -28.0% |
| 5Y | -41.0% | -1.9% | -39.0% | -42.8% |
| All | +112.6% | +215.7% | -103.1% | +31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling