+30.3%
SPGI vs EXR
+54.2%
-23.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.4% | -1.1% | -0.2% | -1.1% |
| 30D | +15.3% | +18.8% | -3.5% | +10.1% |
| 3M | +16.5% | +9.9% | +6.6% | +13.5% |
| 6M | +19.8% | +12.6% | +7.2% | +16.0% |
| YTD | -3.2% | +26.5% | -29.7% | -9.4% |
| 1Y | +1.8% | +24.5% | -22.7% | -4.3% |
| All | +30.3% | +54.2% | -23.9% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling