+142.0%
SFM vs EXR
+215.3%
-73.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -10.2% | +2.7% | -12.9% | -10.7% |
| 30D | -23.9% | +18.9% | -42.8% | -26.6% |
| 3M | -42.3% | +8.4% | -50.6% | -43.3% |
| 6M | -40.1% | +14.3% | -54.5% | -41.9% |
| YTD | -37.8% | +27.2% | -65.0% | -41.1% |
| 1Y | -37.1% | +25.9% | -63.0% | -40.4% |
| 3Y | +21.5% | +54.6% | -33.1% | +9.7% |
| 5Y | +103.8% | -0.6% | +104.4% | +98.8% |
| 10Y | +142.0% | +208.5% | -66.5% | +101.8% |
| All | +142.0% | +215.3% | -73.3% | +101.8% |
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 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