-17.1%
SLB vs EXR
+221.5%
-238.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.7% |
| 7D | -7.1% | +5.2% | -12.3% | -8.3% |
| 30D | +4.1% | +20.9% | -16.8% | -0.7% |
| 3M | -2.6% | +7.7% | -10.3% | -4.6% |
| 6M | -8.6% | +13.2% | -21.7% | -11.6% |
| YTD | +32.2% | +26.5% | +5.7% | +24.2% |
| 1Y | +40.7% | +27.2% | +13.4% | +32.0% |
| 3Y | -4.5% | +71.5% | -76.1% | -17.3% |
| 5Y | +66.4% | +0.4% | +66.0% | +59.7% |
| All | -17.1% | +221.5% | -238.6% | -34.7% |
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