+82.7%
SFM vs EXR
+23.2%
+59.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -10.6% | -1.2% | -9.5% | -10.4% |
| 30D | -15.5% | -6.2% | -9.2% | -14.4% |
| 3M | -17.4% | -7.4% | -10.0% | -16.3% |
| 6M | -3.4% | -0.5% | -2.9% | -3.6% |
| YTD | -8.7% | +8.1% | -16.8% | -10.5% |
| 1Y | -47.2% | -2.9% | -44.3% | -47.0% |
| 3Y | +82.7% | +22.9% | +59.8% | +87.9% |
| All | +82.7% | +23.2% | +59.5% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling