+85.0%
SPYG vs EXR
-13.9%
+98.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | +0.3% |
| 7D | +0.3% | -3.1% | +3.4% | +1.2% |
| 30D | -1.7% | -7.5% | +5.8% | +0.4% |
| 3M | +3.6% | -7.5% | +11.2% | +5.6% |
| 6M | +16.6% | -5.2% | +21.8% | +17.7% |
| YTD | +13.4% | +6.5% | +6.9% | +10.3% |
| 1Y | +19.6% | -2.0% | +21.6% | +19.0% |
| 3Y | +99.8% | +21.5% | +78.2% | +78.4% |
| 5Y | +85.0% | -11.5% | +96.5% | +89.2% |
| All | +85.0% | -13.9% | +98.8% | +89.2% |
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