+861.1%
SRE vs EXR
+2,662.2%
-1,801.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -0.3% | -2.6% | +2.2% | +0.5% |
| 30D | -0.7% | -7.2% | +6.5% | +1.6% |
| 3M | -6.3% | -3.5% | -2.8% | -5.4% |
| 6M | -10.7% | -5.3% | -5.4% | -9.4% |
| YTD | -3.5% | +9.4% | -12.8% | -6.5% |
| 1Y | +5.3% | +1.3% | +4.0% | +4.2% |
| 3Y | +31.8% | +22.4% | +9.4% | +20.5% |
| 5Y | +47.4% | -12.2% | +59.6% | +46.6% |
| 10Y | +120.6% | +148.6% | -28.0% | +58.0% |
| All | +861.1% | +2,662.2% | -1,801.2% | +239.8% |
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