+2,244.3%
SGI vs EXR
+2,662.2%
-417.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | +8.5% | -2.6% | +11.1% | +10.2% |
| 30D | +0.7% | -7.2% | +7.9% | +5.1% |
| 3M | +0.6% | -3.5% | +4.1% | +2.5% |
| 6M | -17.9% | -5.3% | -12.6% | -15.2% |
| YTD | -21.2% | +9.4% | -30.5% | -25.3% |
| 1Y | -18.9% | +1.3% | -20.2% | -20.0% |
| 3Y | +52.6% | +22.4% | +30.2% | +30.7% |
| 5Y | +60.7% | -12.2% | +72.9% | +62.0% |
| 10Y | +278.1% | +148.6% | +129.5% | +88.6% |
| All | +2,244.3% | +2,662.2% | -417.9% | +174.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling