+384.3%
SGI vs EXR
+215.3%
+169.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.0% |
| 7D | -0.2% | +2.7% | -2.9% | -1.3% |
| 30D | +6.6% | +18.9% | -12.4% | -1.3% |
| 3M | +1.8% | +8.4% | -6.5% | -1.6% |
| 6M | -3.9% | +14.3% | -18.2% | -9.4% |
| YTD | -25.2% | +27.2% | -52.5% | -32.7% |
| 1Y | -26.7% | +25.9% | -52.7% | -33.8% |
| 3Y | +86.8% | +54.6% | +32.1% | +51.8% |
| 5Y | +56.6% | -0.6% | +57.2% | +51.4% |
| 10Y | +384.3% | +208.5% | +175.8% | +245.9% |
| All | +384.3% | +215.3% | +169.0% | +245.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling