+2.2%
SPGI vs EXR
+26.0%
-23.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.7% |
| 7D | +1.6% | +1.7% | -0.2% | +1.0% |
| 30D | +16.1% | +18.0% | -2.0% | +10.6% |
| 3M | +15.5% | +9.7% | +5.8% | +12.0% |
| 6M | +19.6% | +13.4% | +6.2% | +15.3% |
| YTD | -3.6% | +26.3% | -29.9% | -8.5% |
| 1Y | +2.2% | +27.6% | -25.3% | -3.3% |
| All | +2.2% | +26.0% | -23.8% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling