+72.6%
SPY vs EXR
-1.8%
+74.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +2.6% | -0.4% | +3.0% | +2.7% |
| 30D | -2.0% | +18.2% | -20.2% | -6.5% |
| 3M | -2.8% | +7.3% | -10.1% | -4.8% |
| 6M | +2.1% | +13.8% | -11.7% | -1.9% |
| YTD | +11.5% | +25.9% | -14.4% | +3.6% |
| 1Y | +13.5% | +25.8% | -12.3% | +5.4% |
| 3Y | +77.7% | +53.7% | +24.0% | +49.9% |
| All | +72.6% | -1.8% | +74.3% | +66.9% |
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 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