+49.2%
SRE vs EXR
-10.8%
+60.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | +1.9% | -6.9% | +8.8% | +4.0% |
| 3M | -3.3% | -3.0% | -0.3% | -2.6% |
| 6M | -6.4% | -2.9% | -3.5% | -5.9% |
| YTD | -1.8% | +9.3% | -11.1% | -4.7% |
| 1Y | +10.7% | -0.9% | +11.7% | +10.4% |
| 3Y | +31.8% | +24.7% | +7.1% | +20.4% |
| 5Y | +49.2% | -11.7% | +60.9% | +48.6% |
| All | +49.2% | -10.8% | +60.0% | +48.6% |
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