-18.4%
SGI vs EXR
-2.8%
-15.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.4% |
| 7D | +0.6% | -3.1% | +3.7% | +2.4% |
| 30D | +5.5% | -7.5% | +13.1% | +10.4% |
| 3M | -3.6% | -7.5% | +3.9% | +0.6% |
| 6M | -15.0% | -5.2% | -9.8% | -14.1% |
| YTD | -23.0% | +6.5% | -29.5% | -24.3% |
| 1Y | -18.4% | -2.0% | -16.4% | -18.7% |
| All | -18.4% | -2.8% | -15.6% | -18.7% |
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 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