+8,434.7%
SHOP vs EXR
+197.1%
+8,237.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | +25.0% | -3.5% | +28.5% | +26.9% |
| 6M | +11.9% | -5.3% | +17.2% | +14.1% |
| YTD | -9.9% | +9.4% | -19.2% | -14.0% |
| 1Y | 0.0% | +1.3% | -1.4% | -1.7% |
| 3Y | +117.5% | +22.4% | +95.1% | +92.2% |
| 5Y | -6.6% | -12.2% | +5.6% | -5.5% |
| 10Y | +3,320.3% | +148.6% | +3,171.7% | +2,650.4% |
| All | +8,434.7% | +197.1% | +8,237.6% | +6,586.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling