+589.4%
SE vs EXR
+137.0%
+452.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -6.1% | -2.6% | -3.5% | -5.2% |
| 30D | -2.5% | -7.2% | +4.7% | +0.2% |
| 3M | +21.7% | -3.5% | +25.2% | +22.9% |
| 6M | +27.0% | -5.3% | +32.3% | +28.9% |
| YTD | -12.1% | +9.4% | -21.5% | -15.7% |
| 1Y | -40.9% | +1.3% | -42.2% | -41.9% |
| 3Y | +191.0% | +22.4% | +168.6% | +153.6% |
| 5Y | -68.3% | -12.2% | -56.0% | -67.9% |
| All | +589.4% | +137.0% | +452.3% | +365.8% |
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