-11.8%
SRE vs EXR
+25.0%
-36.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -1.1% | -1.2% | +0.1% | -0.7% |
| 30D | -4.1% | +18.3% | -22.4% | -9.2% |
| 3M | -7.3% | +9.1% | -16.4% | -10.0% |
| 6M | -14.1% | +11.7% | -25.9% | -17.6% |
| YTD | -8.5% | +25.7% | -34.2% | -15.2% |
| All | -11.8% | +25.0% | -36.8% | -18.3% |
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