+2,177.2%
SGI vs EXR
+3,113.6%
-936.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.4% |
| 7D | +5.3% | +6.8% | -1.5% | +1.5% |
| 30D | +8.2% | +19.6% | -11.4% | -2.2% |
| 3M | -2.2% | +8.0% | -10.2% | -6.3% |
| 6M | -8.4% | +17.2% | -25.6% | -16.3% |
| YTD | -23.4% | +27.2% | -50.7% | -33.3% |
| 1Y | -14.0% | +26.1% | -40.0% | -24.9% |
| 3Y | +78.8% | +70.7% | +8.1% | +26.6% |
| 5Y | +58.6% | +1.0% | +57.6% | +48.6% |
| 10Y | +427.8% | +227.1% | +200.8% | +125.7% |
| All | +2,177.2% | +3,113.6% | -936.3% | +145.0% |
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