+1,271.2%
SPYG vs EXR
+3,075.0%
-1,803.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | +4.2% | -1.2% | +5.4% | +4.6% |
| 30D | -7.4% | +18.3% | -25.7% | -12.3% |
| 3M | -5.3% | +9.1% | -14.3% | -8.0% |
| 6M | -1.2% | +11.7% | -12.9% | -5.2% |
| YTD | +9.0% | +25.7% | -16.7% | +0.4% |
| 1Y | +8.8% | +24.9% | -16.1% | +0.3% |
| 3Y | +92.8% | +51.4% | +41.3% | +62.6% |
| 5Y | +69.3% | -1.9% | +71.2% | +62.2% |
| 10Y | +398.4% | +214.0% | +184.5% | +214.9% |
| All | +1,271.2% | +3,075.0% | -1,803.8% | +286.3% |
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 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