+69.7%
SHEL vs EXR
+23.6%
+46.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | +8.7% | -6.9% | +15.6% | +9.7% |
| 3M | +11.0% | -3.0% | +14.0% | +11.3% |
| 6M | +14.6% | -2.9% | +17.5% | +14.8% |
| YTD | +33.3% | +9.3% | +24.0% | +30.9% |
| 1Y | +37.9% | -0.9% | +38.8% | +37.4% |
| 3Y | +69.7% | +24.7% | +45.0% | +73.4% |
| All | +69.7% | +23.6% | +46.1% | +73.4% |
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 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