+125.0%
SBUX vs EXR
+149.6%
-24.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -6.2% | -3.2% | -3.0% | -5.1% |
| 30D | -6.4% | -6.9% | +0.5% | -4.1% |
| 3M | +1.0% | -7.8% | +8.8% | +3.9% |
| 6M | -0.4% | -4.9% | +4.5% | +1.1% |
| YTD | +20.0% | +7.2% | +12.8% | +16.6% |
| 1Y | +22.8% | -1.5% | +24.3% | +22.8% |
| 3Y | +12.3% | +22.3% | -10.0% | +1.4% |
| 5Y | -6.4% | -10.9% | +4.5% | -6.4% |
| All | +125.0% | +149.6% | -24.6% | +65.0% |
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