+83.9%
SCHG vs EXR
-11.2%
+95.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -2.7% | -3.2% | +0.5% | -1.8% |
| 30D | -2.2% | -6.9% | +4.7% | -0.1% |
| 3M | +6.2% | -7.8% | +14.0% | +8.5% |
| 6M | +13.4% | -4.9% | +18.2% | +14.5% |
| YTD | +7.1% | +7.2% | 0.0% | +4.0% |
| 1Y | +12.5% | -1.5% | +14.0% | +11.9% |
| 3Y | +86.2% | +22.3% | +63.9% | +65.0% |
| 5Y | +83.9% | -10.9% | +94.9% | +87.8% |
| All | +83.9% | -11.2% | +95.1% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling