+1,126.0%
SCHG vs EXR
+2,007.4%
-881.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | -1.5% | -6.9% | +5.5% | +0.9% |
| 3M | +4.4% | -3.0% | +7.4% | +5.2% |
| 6M | +15.7% | -2.9% | +18.7% | +16.4% |
| YTD | +8.3% | +9.3% | -1.0% | +4.2% |
| 1Y | +14.2% | -0.9% | +15.2% | +13.4% |
| 3Y | +88.3% | +24.7% | +63.6% | +66.5% |
| 5Y | +83.5% | -11.7% | +95.1% | +81.9% |
| 10Y | +444.2% | +148.4% | +295.8% | +250.5% |
| All | +1,126.0% | +2,007.4% | -881.4% | +186.9% |
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