+21.7%
SPYG vs EXR
+1.1%
+20.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +0.4% | -2.6% | +2.9% | +0.4% |
| 30D | -0.4% | -7.2% | +6.7% | -0.3% |
| 3M | +0.5% | -3.5% | +4.0% | +0.4% |
| 6M | +17.5% | -5.3% | +22.8% | +15.8% |
| YTD | +14.3% | +9.4% | +5.0% | +13.5% |
| 1Y | +21.7% | +1.3% | +20.4% | +20.3% |
| All | +21.7% | +1.1% | +20.6% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling