-78.0%
SE vs EXR
-1.8%
-76.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | -20.9% | +18.2% | -39.1% | -25.7% |
| 3M | -38.9% | +7.3% | -46.2% | -40.5% |
| 6M | -19.4% | +13.8% | -33.2% | -23.6% |
| YTD | -40.9% | +25.9% | -66.9% | -46.3% |
| 1Y | -46.2% | +25.8% | -72.0% | -51.1% |
| 3Y | +63.7% | +53.7% | +10.0% | +26.0% |
| All | -78.0% | -1.8% | -76.3% | -78.0% |
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 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