+96.3%
SHAK vs EXR
+216.3%
-120.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | +4.3% | -0.4% | +4.7% | +4.5% |
| 30D | +9.0% | +18.2% | -9.2% | +1.4% |
| 3M | +1.8% | +7.3% | -5.5% | -1.2% |
| 6M | +17.3% | +13.8% | +3.5% | +10.7% |
| YTD | -7.6% | +25.9% | -33.6% | -16.6% |
| 1Y | -16.9% | +25.8% | -42.7% | -25.0% |
| 3Y | +35.1% | +53.7% | -18.7% | +10.8% |
| 5Y | -11.3% | -1.8% | -9.5% | -14.1% |
| All | +96.3% | +216.3% | -120.0% | +31.4% |
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