-5.3%
SYK vs EXR
+23.2%
-28.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.8% |
| 7D | -9.1% | -1.2% | -7.9% | -8.8% |
| 30D | -20.6% | -6.2% | -14.4% | -19.1% |
| 3M | -9.6% | -7.4% | -2.2% | -7.5% |
| 6M | -19.9% | -0.5% | -19.3% | -19.6% |
| YTD | -21.2% | +8.1% | -29.3% | -22.7% |
| 1Y | -28.4% | -2.9% | -25.5% | -27.9% |
| 3Y | -5.3% | +22.9% | -28.3% | -6.0% |
| All | -5.3% | +23.2% | -28.5% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling