-64.8%
SPCH vs EXR
+7.4%
-72.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -0.6% | +17.4% | +16.3% |
| 7D | -3.0% | +5.2% | -8.2% | +1.6% |
| 30D | -39.8% | +20.9% | -60.7% | -29.3% |
| 3M | +16.8% | +7.7% | +9.1% | +22.3% |
| All | -64.8% | +7.4% | -72.2% | -61.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling