+309.3%
SPY vs EXR
+215.7%
+93.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.2% |
| 7D | +3.3% | -1.2% | +4.5% | +3.7% |
| 30D | -2.7% | +18.3% | -21.0% | -7.4% |
| 3M | -1.7% | +9.1% | -10.8% | -4.3% |
| 6M | +3.1% | +11.7% | -8.7% | -0.6% |
| YTD | +11.9% | +25.7% | -13.8% | +3.8% |
| 1Y | +12.0% | +24.9% | -12.9% | +4.0% |
| 3Y | +78.2% | +51.4% | +26.7% | +52.0% |
| 5Y | +73.2% | -1.9% | +75.2% | +67.3% |
| All | +309.3% | +215.7% | +93.6% | +195.3% |
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