-13.1%
SLB vs EXR
+216.3%
-229.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +3.5% | -0.4% | +3.9% | +3.6% |
| 30D | +6.5% | +18.2% | -11.7% | +2.2% |
| 3M | -0.2% | +7.3% | -7.6% | -2.1% |
| 6M | -5.7% | +13.8% | -19.6% | -9.0% |
| YTD | +36.8% | +25.9% | +10.9% | +28.7% |
| 1Y | +45.8% | +25.8% | +20.0% | +37.1% |
| 3Y | +3.4% | +53.7% | -50.4% | -8.1% |
| 5Y | +76.1% | -1.8% | +77.9% | +69.9% |
| All | -13.1% | +216.3% | -229.4% | -31.4% |
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