+3,985.4%
SBAC vs EXR
+2,662.2%
+1,323.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | -0.8% | -2.6% | +1.8% | +0.5% |
| 30D | +6.9% | -7.2% | +14.1% | +11.0% |
| 3M | -8.2% | -3.5% | -4.7% | -6.6% |
| 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% |
| 3Y | -9.1% | +22.4% | -31.5% | -19.5% |
| 5Y | -43.8% | -12.2% | -31.6% | -42.4% |
| 10Y | +80.5% | +148.6% | -68.1% | +6.8% |
| All | +3,985.4% | +2,662.2% | +1,323.2% | +566.4% |
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