+60.5%
SONY vs EXR
+54.2%
+6.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +2.1% | -1.1% | +3.2% | +2.4% |
| 30D | +9.2% | +18.8% | -9.6% | +4.2% |
| 3M | +12.2% | +9.9% | +2.3% | +9.2% |
| 6M | +24.4% | +12.6% | +11.8% | +20.1% |
| YTD | +3.5% | +26.5% | -23.0% | -3.0% |
| 1Y | -9.2% | +24.5% | -33.6% | -14.6% |
| All | +60.5% | +54.2% | +6.3% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling