+175.2%
SO vs EXR
+221.5%
-46.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -1.5% | +5.2% | -6.7% | -3.4% |
| 30D | +8.1% | +20.9% | -12.8% | +0.4% |
| 3M | +0.2% | +7.7% | -7.5% | -2.7% |
| 6M | +0.4% | +13.2% | -12.8% | -4.5% |
| YTD | +8.5% | +26.5% | -18.0% | -1.5% |
| 1Y | +4.9% | +27.2% | -22.3% | -5.1% |
| 3Y | +47.9% | +71.5% | -23.6% | +13.5% |
| 5Y | +75.7% | +0.4% | +75.3% | +65.8% |
| All | +175.2% | +221.5% | -46.3% | +53.2% |
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