-11.2%
SHOP vs EXR
-1.8%
-9.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.2% | -0.4% | -0.8% | -1.0% |
| 30D | -14.7% | +18.2% | -32.9% | -22.6% |
| 3M | -7.2% | +7.3% | -14.6% | -11.0% |
| 6M | +54.2% | +13.8% | +40.4% | +42.5% |
| YTD | -8.6% | +25.9% | -34.6% | -21.4% |
| 1Y | +0.5% | +25.8% | -25.3% | -13.6% |
| 3Y | +135.9% | +53.7% | +82.2% | +62.8% |
| All | -11.2% | -1.8% | -9.4% | -18.5% |
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 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