+87.5%
SYY vs EXR
+217.4%
-129.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | 0.0% | -1.1% | +1.1% | +0.4% |
| 30D | -2.2% | +18.8% | -21.0% | -8.1% |
| 3M | -8.0% | +9.9% | -18.0% | -11.2% |
| 6M | +7.5% | +12.6% | -5.1% | +2.7% |
| YTD | +7.4% | +26.5% | -19.1% | -1.6% |
| 1Y | +4.9% | +24.5% | -19.6% | -3.5% |
| 3Y | +24.1% | +52.4% | -28.3% | +3.0% |
| 5Y | +13.4% | -1.5% | +14.9% | +8.7% |
| 10Y | +87.5% | +216.0% | -128.4% | +13.5% |
| All | +87.5% | +217.4% | -129.9% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling