+186.8%
SO vs EXR
+215.3%
-28.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -1.1% | +2.7% | -3.8% | -2.1% |
| 30D | +8.6% | +18.9% | -10.4% | +1.5% |
| 3M | +1.8% | +8.4% | -6.6% | -1.4% |
| 6M | +3.6% | +14.3% | -10.7% | -1.8% |
| YTD | +9.9% | +27.2% | -17.3% | -0.5% |
| 1Y | +5.7% | +25.9% | -20.2% | -4.0% |
| 3Y | +52.5% | +54.6% | -2.1% | +22.9% |
| 5Y | +77.3% | -0.6% | +77.9% | +68.4% |
| 10Y | +186.8% | +208.5% | -21.7% | +59.6% |
| All | +186.8% | +215.3% | -28.5% | +59.6% |
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