-9.1%
SBAC vs EXR
+22.7%
-31.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.4% |
| 7D | -0.8% | -2.6% | +1.8% | +0.6% |
| 30D | +6.9% | -7.2% | +14.1% | +11.2% |
| 3M | -8.2% | -3.5% | -4.7% | -6.5% |
| 6M | -1.6% | -5.3% | +3.7% | +1.0% |
| YTD | -0.1% | +9.4% | -9.5% | -4.5% |
| 1Y | -0.5% | +1.3% | -1.8% | -1.5% |
| All | -9.1% | +22.7% | -31.9% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling