+263.2%
SYF vs EXR
+147.0%
+116.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | +2.6% | -0.7% | +3.3% | +2.9% |
| 30D | 0.0% | -6.9% | +7.0% | +2.9% |
| 3M | +11.9% | -3.0% | +14.9% | +13.2% |
| 6M | +18.9% | -2.9% | +21.9% | +20.0% |
| YTD | -4.6% | +9.3% | -13.9% | -8.5% |
| 1Y | +6.4% | -0.9% | +7.3% | +5.9% |
| 3Y | +167.2% | +24.7% | +142.5% | +133.0% |
| 5Y | +92.3% | -11.7% | +104.0% | +90.1% |
| 10Y | +263.2% | +148.4% | +114.8% | +144.5% |
| All | +263.2% | +147.0% | +116.2% | +144.5% |
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