+190.2%
SHEL vs EXR
-10.8%
+201.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.8% |
| 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% | +62.0% |
| 5Y | +190.2% | -11.7% | +201.8% | +202.4% |
| All | +190.2% | -10.8% | +201.0% | +202.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling