-48.8%
SE vs EXR
+28.1%
-76.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.4% | +4.2% |
| 7D | +6.7% | +11.3% | -4.6% | +6.0% |
| 30D | -17.2% | +21.2% | -38.4% | -18.1% |
| 3M | -28.0% | +8.7% | -36.8% | -28.5% |
| 6M | -6.1% | +18.2% | -24.3% | -7.5% |
| YTD | -37.1% | +27.9% | -65.1% | -35.2% |
| 1Y | -48.8% | +28.3% | -77.1% | -47.2% |
| All | -48.8% | +28.1% | -76.8% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling