+311.5%
SPY vs EXR
+147.0%
+164.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | -0.9% | -6.9% | +6.0% | +1.1% |
| 3M | +3.9% | -3.0% | +6.9% | +4.6% |
| 6M | +14.5% | -2.9% | +17.5% | +15.1% |
| YTD | +12.9% | +9.3% | +3.6% | +9.3% |
| 1Y | +19.4% | -0.9% | +20.3% | +18.7% |
| 3Y | +78.5% | +24.7% | +53.8% | +61.5% |
| 5Y | +81.8% | -11.7% | +93.4% | +80.9% |
| 10Y | +311.5% | +148.4% | +163.1% | +211.9% |
| All | +311.5% | +147.0% | +164.5% | +211.9% |
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