+308.8%
SPOT vs EXR
+155.9%
+152.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -3.0% | -1.1% | -1.8% | -2.7% |
| 30D | +15.2% | +18.8% | -3.6% | +10.8% |
| 3M | +21.6% | +9.9% | +11.7% | +19.0% |
| 6M | +45.2% | +12.6% | +32.6% | +41.2% |
| YTD | +4.9% | +26.5% | -21.6% | -0.9% |
| 1Y | -4.8% | +24.5% | -29.3% | -9.8% |
| 3Y | +256.3% | +52.4% | +203.8% | +212.2% |
| 5Y | +120.2% | -1.5% | +121.7% | +113.0% |
| All | +308.8% | +155.9% | +152.9% | +253.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling