+101.5%
SFM vs EXR
-0.3%
+101.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.3% | -4.7% |
| 7D | -1.2% | +5.2% | -6.4% | -2.3% |
| 30D | -24.8% | +20.9% | -45.6% | -28.3% |
| 3M | -43.7% | +7.7% | -51.4% | -44.8% |
| 6M | -37.3% | +13.2% | -50.4% | -39.4% |
| YTD | -38.4% | +26.5% | -64.8% | -42.3% |
| 1Y | -36.9% | +27.2% | -64.1% | -41.1% |
| 3Y | +20.7% | +71.5% | -50.9% | +2.5% |
| All | +101.5% | -0.3% | +101.8% | +101.7% |
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