+202.3%
SLB vs EXR
+2,662.2%
-2,460.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +0.8% | -2.6% | +3.4% | +1.8% |
| 30D | +15.8% | -7.2% | +23.0% | +18.9% |
| 3M | -0.3% | -3.5% | +3.2% | +0.7% |
| 6M | +21.3% | -5.3% | +26.6% | +23.2% |
| YTD | +52.3% | +9.4% | +43.0% | +46.4% |
| 1Y | +63.6% | +1.3% | +62.3% | +61.5% |
| 3Y | +3.8% | +22.4% | -18.7% | -6.8% |
| 5Y | +128.6% | -12.2% | +140.9% | +125.2% |
| 10Y | -3.1% | +148.6% | -151.6% | -40.7% |
| All | +202.3% | +2,662.2% | -2,460.0% | -39.3% |
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