+204.6%
SYF vs EXR
+215.3%
-10.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -4.7% | +2.7% | -7.4% | -5.7% |
| 30D | +0.6% | +18.9% | -18.4% | -6.4% |
| 3M | -6.8% | +8.4% | -15.2% | -10.0% |
| 6M | +0.5% | +14.3% | -13.8% | -5.1% |
| YTD | -11.1% | +27.2% | -38.4% | -20.1% |
| 1Y | +1.3% | +25.9% | -24.6% | -8.6% |
| 3Y | +164.6% | +54.6% | +110.0% | +110.2% |
| 5Y | +65.2% | -0.6% | +65.8% | +56.0% |
| 10Y | +204.6% | +208.5% | -3.9% | +89.2% |
| All | +204.6% | +215.3% | -10.7% | +89.2% |
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