+808.4%
SRE vs EXR
+3,114.4%
-2,306.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -8.4% | +2.7% | -11.1% | -9.2% |
| 30D | -3.2% | +18.9% | -22.1% | -8.3% |
| 3M | -5.3% | +8.4% | -13.7% | -7.8% |
| 6M | -12.6% | +14.3% | -26.9% | -16.4% |
| YTD | -8.8% | +27.2% | -36.0% | -15.8% |
| 1Y | -13.4% | +25.9% | -39.4% | -19.9% |
| 3Y | +24.4% | +54.6% | -30.2% | +5.9% |
| 5Y | +47.3% | -0.6% | +47.9% | +41.1% |
| 10Y | +116.7% | +208.5% | -91.9% | +45.5% |
| All | +808.4% | +3,114.4% | -2,306.0% | +206.0% |
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