+676.7%
SO vs EXR
+2,662.2%
-1,985.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -0.2% | -2.6% | +2.4% | +0.5% |
| 30D | -4.6% | -7.2% | +2.6% | -2.9% |
| 3M | -3.0% | -3.5% | +0.5% | -2.2% |
| 6M | -8.3% | -5.3% | -3.0% | -7.2% |
| YTD | +3.5% | +9.4% | -5.8% | +1.1% |
| 1Y | -0.9% | +1.3% | -2.2% | -1.7% |
| 3Y | +45.4% | +22.4% | +22.9% | +36.1% |
| 5Y | +59.6% | -12.2% | +71.8% | +59.4% |
| 10Y | +156.6% | +148.6% | +8.0% | +103.9% |
| All | +676.7% | +2,662.2% | -1,985.6% | +286.7% |
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