+1.1%
SLB vs EXR
+51.9%
-50.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -4.3% | +1.7% | -6.0% | -4.8% |
| 30D | +1.9% | +18.0% | -16.1% | -3.1% |
| 3M | -5.7% | +9.7% | -15.4% | -8.4% |
| 6M | -5.3% | +13.4% | -18.8% | -9.3% |
| YTD | +32.2% | +26.3% | +5.9% | +21.9% |
| 1Y | +38.5% | +27.6% | +10.9% | +27.4% |
| 3Y | +1.1% | +52.2% | -51.0% | -11.0% |
| All | +1.1% | +51.9% | -50.8% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling