-16.9%
SHAK vs EXR
+25.3%
-42.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | +4.3% | -0.4% | +4.7% | +4.6% |
| 30D | +9.0% | +18.2% | -9.2% | -0.8% |
| 3M | +1.8% | +7.3% | -5.5% | -2.2% |
| 6M | +17.3% | +13.8% | +3.5% | +8.7% |
| YTD | -7.6% | +25.9% | -33.6% | -23.3% |
| 1Y | -16.9% | +25.8% | -42.7% | -31.3% |
| All | -16.9% | +25.3% | -42.2% | -31.3% |
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