+379.2%
SYY vs EXR
+2,662.2%
-2,283.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -0.9% |
| 7D | -2.3% | -2.6% | +0.3% | -1.6% |
| 30D | -4.9% | -7.2% | +2.3% | -3.0% |
| 3M | +8.4% | -3.5% | +11.9% | +9.4% |
| 6M | -7.4% | -5.3% | -2.1% | -6.1% |
| YTD | +11.0% | +9.4% | +1.6% | +8.1% |
| 1Y | -0.2% | +1.3% | -1.5% | -0.9% |
| 3Y | +23.8% | +22.4% | +1.4% | +14.7% |
| 5Y | +18.1% | -12.2% | +30.4% | +17.6% |
| 10Y | +94.6% | +148.6% | -54.0% | +45.5% |
| All | +379.2% | +2,662.2% | -2,283.0% | +94.7% |
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