+22.4%
SFM vs EXR
+514.3%
-491.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.3% | -4.7% |
| 7D | -1.2% | +5.2% | -6.4% | -2.2% |
| 30D | -24.8% | +20.9% | -45.6% | -27.8% |
| 3M | -43.7% | +7.7% | -51.4% | -44.7% |
| 6M | -37.3% | +13.2% | -50.4% | -39.1% |
| YTD | -38.4% | +26.5% | -64.8% | -41.7% |
| 1Y | -36.9% | +27.2% | -64.1% | -40.4% |
| 3Y | +20.7% | +71.5% | -50.9% | +6.0% |
| 5Y | +103.5% | +0.4% | +103.1% | +98.0% |
| 10Y | +139.7% | +225.2% | -85.4% | +81.6% |
| All | +22.4% | +514.3% | -491.9% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling