-83.6%
SPXS vs EXR
-1.5%
-82.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.8% |
| 7D | +1.5% | -1.1% | +2.6% | +0.6% |
| 30D | +6.3% | +18.8% | -12.4% | +22.4% |
| 3M | +4.2% | +9.9% | -5.7% | +12.9% |
| 6M | -7.9% | +12.6% | -20.5% | +1.7% |
| YTD | -27.5% | +26.5% | -54.0% | -10.1% |
| 1Y | -27.0% | +24.5% | -51.5% | -10.6% |
| 3Y | -80.5% | +52.4% | -133.0% | -67.0% |
| All | -83.6% | -1.5% | -82.1% | -77.8% |
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 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