+439.3%
SHEL vs EXR
+2,662.2%
-2,223.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | +2.2% | -2.6% | +4.8% | +3.0% |
| 30D | +6.8% | -7.2% | +14.0% | +9.1% |
| 3M | +8.1% | -3.5% | +11.6% | +9.0% |
| 6M | +14.4% | -5.3% | +19.7% | +15.6% |
| YTD | +30.0% | +9.4% | +20.6% | +25.8% |
| 1Y | +33.3% | +1.3% | +32.0% | +31.7% |
| 3Y | +66.4% | +22.4% | +44.0% | +52.1% |
| 5Y | +178.6% | -12.2% | +190.8% | +173.5% |
| 10Y | +198.4% | +148.6% | +49.8% | +102.9% |
| All | +439.3% | +2,662.2% | -2,223.0% | +49.5% |
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