+359.7%
SYY vs EXR
+3,075.0%
-2,715.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +1.3% | -1.2% | +2.5% | +1.7% |
| 30D | -3.5% | +18.3% | -21.8% | -7.9% |
| 3M | -9.3% | +9.1% | -18.4% | -11.5% |
| 6M | +5.9% | +11.7% | -5.8% | +2.6% |
| YTD | +6.5% | +25.7% | -19.2% | -0.2% |
| 1Y | +4.0% | +24.9% | -20.9% | -2.4% |
| 3Y | +23.0% | +51.4% | -28.5% | +7.8% |
| 5Y | +14.3% | -1.9% | +16.3% | +10.6% |
| 10Y | +85.8% | +214.0% | -128.1% | +30.9% |
| All | +359.7% | +3,075.0% | -2,715.4% | +79.7% |
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 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