-0.4%
SHAK vs EXR
+21.4%
-21.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.5% | -4.0% | -5.3% |
| 7D | -7.2% | -3.1% | -4.1% | -5.7% |
| 30D | -11.8% | -7.5% | -4.3% | -8.4% |
| 3M | +17.2% | -7.5% | +24.7% | +21.6% |
| 6M | -34.1% | -5.2% | -28.9% | -32.5% |
| YTD | -22.4% | +6.5% | -28.9% | -24.9% |
| 1Y | -35.9% | -2.0% | -33.9% | -35.7% |
| All | -0.4% | +21.4% | -21.8% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling