+83.4%
SHAK vs EXR
+151.8%
-68.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +2.8% |
| 7D | -8.3% | -1.2% | -7.1% | -7.8% |
| 30D | -12.6% | -6.2% | -6.4% | -10.2% |
| 3M | +9.1% | -7.4% | +16.5% | +12.7% |
| 6M | -31.2% | -0.5% | -30.7% | -31.1% |
| YTD | -21.6% | +8.1% | -29.7% | -24.2% |
| 1Y | -38.8% | -2.9% | -35.9% | -38.3% |
| 3Y | +0.6% | +22.9% | -22.3% | -9.1% |
| 5Y | -22.5% | -10.2% | -12.4% | -21.9% |
| All | +83.4% | +151.8% | -68.4% | +36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling