+9.5%
SPGI vs EXR
-11.8%
+21.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.1% |
| 7D | +0.1% | -2.6% | +2.7% | +1.0% |
| 30D | +8.4% | -7.2% | +15.6% | +11.2% |
| 3M | +11.8% | -3.5% | +15.3% | +13.2% |
| 6M | +5.7% | -5.3% | +11.0% | +7.4% |
| YTD | -9.7% | +9.4% | -19.0% | -12.9% |
| 1Y | -12.5% | +1.3% | -13.8% | -13.6% |
| 3Y | +21.8% | +22.4% | -0.6% | +8.9% |
| All | +9.5% | -11.8% | +21.3% | +9.5% |
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