+1,252.0%
SPYG vs EXR
+3,090.1%
-1,838.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.6% |
| 7D | -1.9% | +1.7% | -3.7% | -2.5% |
| 30D | -9.2% | +18.0% | -27.2% | -13.9% |
| 3M | -6.8% | +9.7% | -16.5% | -9.7% |
| 6M | -2.6% | +13.4% | -16.0% | -7.0% |
| YTD | +7.5% | +26.3% | -18.8% | -1.2% |
| 1Y | +6.7% | +27.6% | -20.9% | -2.3% |
| 3Y | +90.1% | +52.2% | +37.9% | +60.1% |
| 5Y | +69.2% | -1.1% | +70.3% | +61.7% |
| 10Y | +391.9% | +216.8% | +175.1% | +209.8% |
| All | +1,252.0% | +3,090.1% | -1,838.1% | +280.3% |
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