+146.4%
SHOP vs EXR
+69.9%
+76.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.8% |
| 7D | -5.4% | +5.2% | -10.6% | -7.0% |
| 30D | -10.3% | +20.9% | -31.2% | -15.9% |
| 3M | +1.0% | +7.7% | -6.7% | -1.5% |
| 6M | +41.2% | +13.2% | +28.0% | +35.3% |
| YTD | -7.5% | +26.5% | -34.0% | -15.4% |
| 1Y | -4.6% | +27.2% | -31.8% | -13.0% |
| 3Y | +146.4% | +71.5% | +74.9% | +102.7% |
| All | +146.4% | +69.9% | +76.5% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling