+116.5%
SPG vs EXR
+215.3%
-98.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | +5.1% | +2.7% | +2.4% | +3.6% |
| 30D | +16.8% | +18.9% | -2.1% | +6.5% |
| 3M | +5.7% | +8.4% | -2.7% | +1.1% |
| 6M | +17.8% | +14.3% | +3.5% | +9.5% |
| YTD | +30.1% | +27.2% | +2.9% | +13.7% |
| 1Y | +32.8% | +25.9% | +6.9% | +16.6% |
| 3Y | +137.2% | +54.6% | +82.6% | +81.9% |
| 5Y | +81.5% | -0.6% | +82.1% | +72.7% |
| 10Y | +116.5% | +208.5% | -92.0% | +11.7% |
| All | +116.5% | +215.3% | -98.8% | +11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling