-33.5%
SGI vs EXR
+24.1%
-57.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.5% |
| 7D | -10.7% | -1.2% | -9.5% | -9.7% |
| 30D | -3.6% | +18.3% | -21.9% | -14.7% |
| 3M | -5.4% | +9.1% | -14.5% | -11.3% |
| 6M | -7.0% | +11.7% | -18.8% | -14.8% |
| YTD | -31.6% | +25.7% | -57.3% | -42.8% |
| 1Y | -33.5% | +24.9% | -58.4% | -44.2% |
| All | -33.5% | +24.1% | -57.6% | -44.2% |
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