+59.5%
SGI vs EXR
+0.2%
+59.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.5% |
| 7D | +5.3% | +6.8% | -1.5% | +1.9% |
| 30D | +8.2% | +19.6% | -11.4% | -1.3% |
| 3M | -2.2% | +8.0% | -10.2% | -5.9% |
| 6M | -8.4% | +17.2% | -25.6% | -15.6% |
| YTD | -23.4% | +27.2% | -50.7% | -32.3% |
| 1Y | -14.0% | +26.1% | -40.0% | -23.7% |
| 3Y | +78.8% | +70.7% | +8.1% | +31.0% |
| All | +59.5% | +0.2% | +59.3% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling