+356.5%
SHW vs EXR
+215.3%
+141.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +1.6% | +2.7% | -1.1% | +0.6% |
| 30D | +12.1% | +18.9% | -6.9% | +4.6% |
| 3M | -3.0% | +8.4% | -11.3% | -6.0% |
| 6M | +13.5% | +14.3% | -0.8% | +7.7% |
| YTD | +11.2% | +27.2% | -16.0% | +1.2% |
| 1Y | +6.2% | +25.9% | -19.7% | -3.0% |
| 3Y | +45.6% | +54.6% | -9.0% | +21.1% |
| 5Y | +15.6% | -0.6% | +16.2% | +11.2% |
| 10Y | +356.5% | +208.5% | +148.0% | +224.7% |
| All | +356.5% | +215.3% | +141.2% | +224.7% |
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 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