-2.9%
SHOP vs EXR
-0.3%
-2.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.9% |
| 7D | -5.4% | +5.2% | -10.6% | -8.1% |
| 30D | -10.3% | +20.9% | -31.2% | -19.6% |
| 3M | +1.0% | +7.7% | -6.7% | -3.4% |
| 6M | +41.2% | +13.2% | +28.0% | +30.9% |
| YTD | -7.5% | +26.5% | -34.0% | -20.6% |
| 1Y | -4.6% | +27.2% | -31.8% | -18.6% |
| 3Y | +146.4% | +71.5% | +74.9% | +55.2% |
| All | -2.9% | -0.3% | -2.6% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling