+3,345.8%
SHW vs EXR
+2,662.2%
+683.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.9% |
| 7D | -3.2% | -2.6% | -0.7% | -2.4% |
| 30D | -9.5% | -7.2% | -2.3% | -7.2% |
| 3M | +11.5% | -3.5% | +15.0% | +12.9% |
| 6M | -3.5% | -5.3% | +1.8% | -1.6% |
| YTD | +3.7% | +9.4% | -5.6% | +0.7% |
| 1Y | -7.9% | +1.3% | -9.2% | -8.4% |
| 3Y | +24.7% | +22.4% | +2.3% | +14.9% |
| 5Y | +13.6% | -12.2% | +25.8% | +14.8% |
| 10Y | +283.0% | +148.6% | +134.4% | +169.3% |
| All | +3,345.8% | +2,662.2% | +683.5% | +910.5% |
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 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