+82.7%
SPG vs EXR
-1.8%
+84.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +2.0% | -0.4% | +2.4% | +2.2% |
| 30D | +17.2% | +18.2% | -1.0% | +8.2% |
| 3M | +6.3% | +7.3% | -1.0% | +2.7% |
| 6M | +18.7% | +13.8% | +4.9% | +11.4% |
| YTD | +30.1% | +25.9% | +4.2% | +16.0% |
| 1Y | +32.8% | +25.8% | +7.0% | +18.3% |
| 3Y | +133.6% | +53.7% | +79.9% | +86.5% |
| All | +82.7% | -1.8% | +84.5% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling