+379.5%
SE vs EXR
+175.9%
+203.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | +3.3% | +2.7% | +0.6% | +2.3% |
| 30D | -18.2% | +18.9% | -37.1% | -23.2% |
| 3M | -31.3% | +8.4% | -39.6% | -33.3% |
| 6M | -10.1% | +14.3% | -24.4% | -14.8% |
| YTD | -38.9% | +27.2% | -66.1% | -44.5% |
| 1Y | -48.0% | +25.9% | -73.9% | -52.8% |
| 3Y | +78.8% | +54.6% | +24.2% | +42.2% |
| 5Y | -77.1% | -0.6% | -76.5% | -77.9% |
| All | +379.5% | +175.9% | +203.6% | +206.3% |
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