+802.0%
SRE vs EXR
+3,095.3%
-2,293.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -5.6% | -1.1% | -4.5% | -5.3% |
| 30D | -4.5% | +18.8% | -23.2% | -9.5% |
| 3M | -7.7% | +9.9% | -17.6% | -10.5% |
| 6M | -14.4% | +12.6% | -27.0% | -17.8% |
| YTD | -9.4% | +26.5% | -35.9% | -16.2% |
| 1Y | -13.8% | +24.5% | -38.3% | -20.0% |
| 3Y | +22.2% | +52.4% | -30.2% | +4.5% |
| 5Y | +50.5% | -1.5% | +52.0% | +44.6% |
| 10Y | +124.1% | +216.0% | -91.9% | +49.6% |
| All | +802.0% | +3,095.3% | -2,293.3% | +204.4% |
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