+70.2%
SHEL vs EXR
+53.5%
+16.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | -3.6% | +18.2% | -21.8% | -5.9% |
| 3M | +12.0% | +7.3% | +4.7% | +10.8% |
| 6M | +19.7% | +13.8% | +5.9% | +17.2% |
| YTD | +39.6% | +25.9% | +13.7% | +34.0% |
| 1Y | +36.4% | +25.8% | +10.6% | +30.9% |
| 3Y | +70.2% | +53.7% | +16.5% | +59.1% |
| All | +70.2% | +53.5% | +16.7% | +59.1% |
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