-12.1%
SGI vs EXR
+28.1%
-40.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +4.6% |
| 7D | +12.1% | +11.3% | +0.8% | +4.2% |
| 30D | +12.1% | +21.2% | -9.1% | -1.3% |
| 3M | +0.4% | +8.7% | -8.3% | -5.3% |
| 6M | -4.0% | +18.2% | -22.2% | -14.4% |
| YTD | -21.2% | +27.9% | -49.2% | -30.9% |
| 1Y | -12.1% | +28.3% | -40.4% | -23.2% |
| All | -12.1% | +28.1% | -40.1% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling