+154.6%
SBUX vs EXR
+205.9%
-51.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.7% |
| 7D | +4.9% | +1.7% | +3.2% | +4.3% |
| 30D | +21.2% | +18.0% | +3.1% | +14.2% |
| 3M | +5.7% | +9.7% | -4.0% | +2.2% |
| 6M | +6.0% | +13.4% | -7.4% | +1.1% |
| YTD | +32.9% | +26.3% | +6.7% | +21.8% |
| 1Y | +33.3% | +27.6% | +5.7% | +21.7% |
| 3Y | +13.0% | +52.2% | -39.1% | -5.6% |
| 5Y | +8.8% | -1.1% | +9.9% | +5.0% |
| 10Y | +154.6% | +216.8% | -62.2% | +79.4% |
| All | +154.6% | +205.9% | -51.2% | +79.4% |
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 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