+91.3%
SYF vs EXR
-11.8%
+103.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +2.4% | -2.6% | +5.0% | +3.3% |
| 30D | +0.8% | -7.2% | +8.0% | +3.5% |
| 3M | +13.4% | -3.5% | +16.9% | +14.7% |
| 6M | +16.3% | -5.3% | +21.6% | +18.2% |
| YTD | -3.0% | +9.4% | -12.4% | -6.4% |
| 1Y | +5.7% | +1.3% | +4.4% | +4.5% |
| 3Y | +160.1% | +22.4% | +137.7% | +131.5% |
| All | +91.3% | -11.8% | +103.2% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling