+479.4%
SHEL vs EXR
+3,081.1%
-2,601.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 3M | +12.0% | +7.3% | +4.7% | +9.6% |
| 6M | +19.7% | +13.8% | +5.9% | +14.9% |
| YTD | +39.6% | +25.9% | +13.7% | +29.7% |
| 1Y | +36.4% | +25.8% | +10.6% | +26.8% |
| 3Y | +70.2% | +53.7% | +16.5% | +46.0% |
| 5Y | +169.2% | -1.8% | +171.0% | +156.7% |
| 10Y | +217.1% | +214.5% | +2.5% | +101.4% |
| All | +479.4% | +3,081.1% | -2,601.6% | +54.2% |
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 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