+340.5%
SONY vs EXR
+2,662.2%
-2,321.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -1.2% | -2.6% | +1.4% | -0.3% |
| 30D | +9.4% | -7.2% | +16.6% | +12.1% |
| 3M | +10.5% | -3.5% | +14.0% | +11.6% |
| 6M | +11.7% | -5.3% | +17.0% | +13.4% |
| YTD | -4.1% | +9.4% | -13.4% | -7.3% |
| 1Y | -11.8% | +1.3% | -13.1% | -12.7% |
| 3Y | +45.9% | +22.4% | +23.5% | +32.4% |
| 5Y | +16.3% | -12.2% | +28.5% | +15.4% |
| 10Y | +297.6% | +148.6% | +149.0% | +161.2% |
| All | +340.5% | +2,662.2% | -2,321.7% | +10.7% |
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