+275.2%
SGI vs EXR
+144.7%
+130.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.8% |
| 7D | +0.6% | -3.1% | +3.7% | +2.0% |
| 30D | +5.5% | -7.5% | +13.1% | +9.2% |
| 3M | -3.6% | -7.5% | +3.9% | -0.5% |
| 6M | -15.0% | -5.2% | -9.8% | -13.0% |
| YTD | -23.0% | +6.5% | -29.5% | -25.0% |
| 1Y | -18.4% | -2.0% | -16.4% | -17.9% |
| 3Y | +57.8% | +21.5% | +36.2% | +42.7% |
| 5Y | +51.5% | -11.5% | +63.0% | +54.4% |
| 10Y | +275.2% | +148.0% | +127.2% | +198.3% |
| All | +275.2% | +144.7% | +130.4% | +198.3% |
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