+306.8%
SYF vs EXR
+374.5%
-67.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.2% |
| 7D | -2.1% | +5.2% | -7.3% | -4.1% |
| 30D | +2.5% | +20.9% | -18.4% | -4.8% |
| 3M | -6.3% | +7.7% | -14.0% | -9.0% |
| 6M | -1.5% | +13.2% | -14.6% | -6.3% |
| YTD | -10.5% | +26.5% | -37.0% | -18.8% |
| 1Y | +1.5% | +27.2% | -25.7% | -8.2% |
| 3Y | +163.3% | +71.5% | +91.7% | +103.4% |
| 5Y | +66.8% | +0.4% | +66.4% | +57.5% |
| 10Y | +228.5% | +225.2% | +3.3% | +102.9% |
| All | +306.8% | +374.5% | -67.6% | +121.0% |
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