+121.2%
SUI vs EXR
+217.4%
-96.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -2.4% | -1.1% | -1.3% | -1.8% |
| 30D | +3.3% | +18.8% | -15.4% | -6.3% |
| 3M | +0.7% | +9.9% | -9.2% | -4.7% |
| 6M | -4.1% | +12.6% | -16.8% | -10.6% |
| YTD | -1.8% | +26.5% | -28.3% | -14.7% |
| 1Y | -4.1% | +24.5% | -28.5% | -16.0% |
| 3Y | +17.4% | +52.4% | -35.0% | -12.5% |
| 5Y | -27.0% | -1.5% | -25.5% | -30.5% |
| 10Y | +121.2% | +216.0% | -94.8% | +6.0% |
| All | +121.2% | +217.4% | -96.2% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling