+207.3%
SHEL vs EXR
+144.7%
+62.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.8% |
| 7D | +3.0% | -3.1% | +6.1% | +3.6% |
| 30D | +7.2% | -7.5% | +14.7% | +8.7% |
| 3M | +12.9% | -7.5% | +20.4% | +14.4% |
| 6M | +13.7% | -5.2% | +18.9% | +14.4% |
| YTD | +33.7% | +6.5% | +27.2% | +31.4% |
| 1Y | +37.9% | -2.0% | +39.9% | +37.6% |
| 3Y | +70.2% | +21.5% | +48.7% | +60.8% |
| 5Y | +192.3% | -11.5% | +203.8% | +189.5% |
| 10Y | +207.3% | +148.0% | +59.3% | +159.2% |
| All | +207.3% | +144.7% | +62.6% | +159.2% |
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