+112.0%
SYY vs EXR
+144.7%
-32.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +3.1% |
| 7D | -0.2% | -3.1% | +2.8% | +0.9% |
| 30D | -2.7% | -7.5% | +4.8% | 0.0% |
| 3M | +5.9% | -7.5% | +13.4% | +8.7% |
| 6M | -2.3% | -5.2% | +2.9% | -0.7% |
| YTD | +13.1% | +6.5% | +6.6% | +10.2% |
| 1Y | +3.8% | -2.0% | +5.8% | +4.0% |
| 3Y | +26.7% | +21.5% | +5.2% | +14.0% |
| 5Y | +19.4% | -11.5% | +30.9% | +17.8% |
| 10Y | +112.0% | +148.0% | -36.0% | +33.6% |
| All | +112.0% | +144.7% | -32.8% | +33.6% |
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 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