+1,338.6%
SPYG vs EXR
+2,662.2%
-1,323.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +0.4% | -2.6% | +2.9% | +1.2% |
| 30D | -0.4% | -7.2% | +6.7% | +1.9% |
| 3M | +0.5% | -3.5% | +4.0% | +1.4% |
| 6M | +17.5% | -5.3% | +22.8% | +19.0% |
| YTD | +14.3% | +9.4% | +5.0% | +10.3% |
| 1Y | +21.7% | +1.3% | +20.4% | +19.9% |
| 3Y | +98.6% | +22.4% | +76.2% | +79.2% |
| 5Y | +85.1% | -12.2% | +97.3% | +83.8% |
| 10Y | +412.0% | +148.6% | +263.5% | +248.5% |
| All | +1,338.6% | +2,662.2% | -1,323.7% | +324.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling