+3,257.8%
SHOP vs EXR
+147.2%
+3,110.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -5.1% | -2.6% | -2.5% | -4.0% |
| 30D | +0.6% | -7.2% | +7.8% | +4.0% |
| 3M | +25.0% | -3.5% | +28.5% | +27.0% |
| 6M | +11.9% | -5.3% | +17.2% | +14.2% |
| YTD | -9.9% | +9.4% | -19.2% | -14.2% |
| 1Y | 0.0% | +1.3% | -1.4% | -1.8% |
| 3Y | +117.5% | +22.4% | +95.1% | +90.3% |
| 5Y | -6.6% | -12.2% | +5.6% | -5.5% |
| All | +3,257.8% | +147.2% | +3,110.6% | +2,681.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling