+1,060.0%
SPG vs EXR
+3,094.9%
-2,034.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.3% |
| 7D | +4.9% | +5.2% | -0.3% | +1.0% |
| 30D | +15.6% | +20.9% | -5.3% | +0.3% |
| 3M | +4.1% | +7.7% | -3.6% | -1.7% |
| 6M | +13.6% | +13.2% | +0.4% | +3.2% |
| YTD | +27.5% | +26.5% | +1.1% | +5.8% |
| 1Y | +32.2% | +27.2% | +5.0% | +9.0% |
| 3Y | +126.0% | +71.5% | +54.5% | +40.7% |
| 5Y | +74.7% | +0.4% | +74.4% | +55.4% |
| 10Y | +112.8% | +225.2% | -112.3% | -32.4% |
| All | +1,060.0% | +3,094.9% | -2,034.9% | -46.0% |
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 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