+3,772.8%
SHOP vs EXR
+215.7%
+3,557.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.4% |
| 7D | +2.1% | -1.2% | +3.3% | +2.7% |
| 30D | -16.8% | +18.3% | -35.1% | -22.9% |
| 3M | -2.4% | +9.1% | -11.5% | -6.2% |
| 6M | +47.0% | +11.7% | +35.3% | +39.6% |
| YTD | -8.8% | +25.7% | -34.5% | -18.5% |
| 1Y | -6.3% | +24.9% | -31.2% | -16.0% |
| 3Y | +139.3% | +51.4% | +87.8% | +90.0% |
| 5Y | -12.1% | -1.9% | -10.1% | -15.7% |
| All | +3,772.8% | +215.7% | +3,557.1% | +3,087.2% |
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 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