+12.2%
SHW vs EXR
-0.3%
+12.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +3.5% | +5.2% | -1.7% | +1.3% |
| 30D | +9.2% | +20.9% | -11.6% | +0.6% |
| 3M | -5.1% | +7.7% | -12.8% | -8.1% |
| 6M | +6.8% | +13.2% | -6.3% | +1.3% |
| YTD | +7.0% | +26.5% | -19.5% | -3.2% |
| 1Y | +4.1% | +27.2% | -23.1% | -6.0% |
| 3Y | +41.1% | +71.5% | -30.5% | +10.8% |
| All | +12.2% | -0.3% | +12.6% | +10.5% |
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