-22.9%
SHAK vs EXR
+28.1%
-50.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +2.1% |
| 7D | +8.3% | +11.3% | -2.9% | +2.3% |
| 30D | +16.7% | +21.2% | -4.5% | +5.2% |
| 3M | +10.0% | +8.7% | +1.2% | +5.0% |
| 6M | -23.8% | +18.2% | -42.0% | -30.6% |
| YTD | -10.3% | +27.9% | -38.2% | -23.7% |
| 1Y | -22.9% | +28.3% | -51.2% | -34.0% |
| All | -22.9% | +28.1% | -50.9% | -34.0% |
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 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