+340.9%
SYF vs EXR
+310.2%
+30.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +2.4% | -2.6% | +5.0% | +3.4% |
| 30D | +0.8% | -7.2% | +8.0% | +3.8% |
| 3M | +13.4% | -3.5% | +16.9% | +14.9% |
| 6M | +16.3% | -5.3% | +21.6% | +18.5% |
| YTD | -3.0% | +9.4% | -12.4% | -6.8% |
| 1Y | +5.7% | +1.3% | +4.4% | +4.3% |
| 3Y | +160.1% | +22.4% | +137.7% | +130.6% |
| 5Y | +88.5% | -12.2% | +100.7% | +87.1% |
| 10Y | +263.1% | +148.6% | +114.5% | +144.0% |
| All | +340.9% | +310.2% | +30.7% | +153.6% |
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