+713.9%
SO vs EXR
+3,094.9%
-2,381.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -1.5% | +5.2% | -6.7% | -2.7% |
| 30D | +8.1% | +20.9% | -12.8% | +3.3% |
| 3M | +0.2% | +7.7% | -7.5% | -1.6% |
| 6M | +0.4% | +13.2% | -12.8% | -2.6% |
| YTD | +8.5% | +26.5% | -18.0% | +2.3% |
| 1Y | +4.9% | +27.2% | -22.3% | -1.2% |
| 3Y | +47.9% | +71.5% | -23.6% | +27.9% |
| 5Y | +75.7% | +0.4% | +75.3% | +70.0% |
| 10Y | +178.0% | +225.2% | -47.2% | +109.0% |
| All | +713.9% | +3,094.9% | -2,381.0% | +291.4% |
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