+5.0%
SYK vs EXR
-11.6%
+16.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -12.3% | -3.2% | -9.1% | -11.4% |
| 30D | -22.4% | -6.9% | -15.6% | -20.6% |
| 3M | -12.3% | -7.8% | -4.5% | -9.9% |
| 6M | -24.3% | -4.9% | -19.4% | -23.0% |
| YTD | -22.8% | +7.2% | -29.9% | -24.5% |
| 1Y | -28.8% | -1.5% | -27.3% | -28.6% |
| 3Y | -4.0% | +22.3% | -26.2% | -12.0% |
| All | +5.0% | -11.6% | +16.6% | +11.7% |
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