+77.5%
SO vs EXR
-2.2%
+79.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.3% |
| 7D | -0.9% | -1.2% | +0.3% | -0.6% |
| 30D | +4.9% | +18.3% | -13.3% | +0.1% |
| 3M | +0.8% | +9.1% | -8.3% | -1.7% |
| 6M | +0.6% | +11.7% | -11.2% | -2.6% |
| YTD | +8.7% | +25.7% | -17.0% | +1.7% |
| 1Y | +4.0% | +24.9% | -21.0% | -2.6% |
| 3Y | +50.6% | +51.4% | -0.9% | +30.8% |
| 5Y | +77.5% | -1.9% | +79.4% | +72.2% |
| All | +77.5% | -2.2% | +79.7% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling