+295.2%
SCHW vs EXR
+149.6%
+145.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -2.8% | -3.2% | +0.5% | -2.0% |
| 30D | -0.1% | -6.9% | +6.8% | +1.7% |
| 3M | +20.6% | -7.8% | +28.4% | +22.9% |
| 6M | +15.9% | -4.9% | +20.8% | +17.0% |
| YTD | +8.5% | +7.2% | +1.3% | +5.9% |
| 1Y | +17.8% | -1.5% | +19.4% | +17.4% |
| 3Y | +88.5% | +22.3% | +66.3% | +73.6% |
| 5Y | +60.6% | -10.9% | +71.6% | +59.2% |
| All | +295.2% | +149.6% | +145.6% | +234.0% |
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