+264.0%
SPOT vs EXR
+121.2%
+142.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -1.9% | -2.9% |
| 7D | -0.9% | -2.6% | +1.6% | -0.4% |
| 30D | +12.5% | -7.2% | +19.7% | +14.3% |
| 3M | +9.9% | -3.5% | +13.4% | +10.7% |
| 6M | +1.6% | -5.3% | +6.9% | +2.6% |
| YTD | -6.6% | +9.4% | -15.9% | -8.8% |
| 1Y | -22.9% | +1.3% | -24.3% | -23.6% |
| 3Y | +244.3% | +22.4% | +221.9% | +217.5% |
| 5Y | +117.8% | -12.2% | +130.0% | +116.6% |
| All | +264.0% | +121.2% | +142.8% | +225.5% |
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 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