+51.2%
SHAK vs EXR
+217.0%
-165.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.6% |
| 7D | -0.7% | -2.6% | +1.9% | +0.3% |
| 30D | -6.6% | -7.2% | +0.6% | -3.8% |
| 3M | +30.1% | -3.5% | +33.6% | +31.9% |
| 6M | -28.7% | -5.3% | -23.5% | -27.2% |
| YTD | -14.5% | +9.4% | -23.9% | -17.7% |
| 1Y | -31.9% | +1.3% | -33.2% | -32.5% |
| 3Y | -1.0% | +22.4% | -23.4% | -9.8% |
| 5Y | -18.7% | -12.2% | -6.5% | -17.6% |
| 10Y | +98.1% | +148.6% | -50.5% | +48.4% |
| All | +51.2% | +217.0% | -165.8% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling