+663.8%
SYK vs EXR
+2,660.5%
-1,996.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.1% | -8.7% | -8.8% |
| 7D | -12.9% | -0.7% | -12.2% | -12.7% |
| 30D | -18.5% | -6.9% | -11.5% | -16.6% |
| 3M | -8.1% | -3.0% | -5.1% | -7.1% |
| 6M | -23.8% | -2.9% | -20.8% | -23.1% |
| YTD | -20.9% | +9.3% | -30.2% | -23.2% |
| 1Y | -29.0% | -0.9% | -28.0% | -29.0% |
| 3Y | -1.7% | +24.7% | -26.4% | -10.3% |
| 5Y | +4.0% | -11.7% | +15.6% | +4.1% |
| 10Y | +168.8% | +148.4% | +20.4% | +93.7% |
| All | +663.8% | +2,660.5% | -1,996.7% | +165.5% |
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