-14.2%
SLB vs EXR
+217.4%
-231.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.1% |
| 7D | -1.2% | -1.1% | 0.0% | -0.9% |
| 30D | +4.5% | +18.8% | -14.3% | +0.1% |
| 3M | -4.6% | +9.9% | -14.5% | -6.9% |
| 6M | -6.3% | +12.6% | -18.9% | -9.2% |
| YTD | +35.0% | +26.5% | +8.5% | +26.8% |
| 1Y | +38.8% | +24.5% | +14.3% | +30.9% |
| 3Y | +3.3% | +52.4% | -49.1% | -8.0% |
| 5Y | +73.6% | -1.5% | +75.1% | +67.4% |
| 10Y | -14.2% | +216.0% | -230.2% | -32.1% |
| All | -14.2% | +217.4% | -231.6% | -32.1% |
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