+24.5%
SFM vs EXR
+53.5%
-29.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | +6.0% | -0.4% | +6.5% | +6.1% |
| 30D | -19.5% | +18.2% | -37.7% | -22.3% |
| 3M | -37.0% | +7.3% | -44.4% | -38.0% |
| 6M | -41.0% | +13.8% | -54.8% | -42.8% |
| YTD | -34.6% | +25.9% | -60.6% | -38.3% |
| 1Y | -36.3% | +25.8% | -62.1% | -39.8% |
| 3Y | +24.5% | +53.7% | -29.2% | +19.9% |
| All | +24.5% | +53.5% | -29.0% | +19.9% |
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