+242.0%
SFM vs EXR
-11.8%
+253.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.2% |
| 7D | -0.1% | -2.6% | +2.5% | +0.5% |
| 30D | -4.4% | -7.2% | +2.8% | -2.6% |
| 3M | +1.5% | -3.5% | +5.0% | +2.2% |
| 6M | +6.5% | -5.3% | +11.8% | +7.6% |
| YTD | +2.2% | +9.4% | -7.2% | -0.6% |
| 1Y | -41.9% | +1.3% | -43.2% | -42.1% |
| 3Y | +106.8% | +22.4% | +84.3% | +93.8% |
| All | +242.0% | -11.8% | +253.9% | +239.5% |
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