A self hosting relay is useful for being indipendent at sharing your content with others, it is superflous, in my opinion, at storing/backupping them as all notes originates, transitates and are stored in the clients.
Keep it simple :)
Discussion
My preference would be to backup/secure a personal server with less concern about doing the same with various client devices.
but thats the way you backup everything pre-nostr.
All internet services are designed to store data in the server as a reliable source.
With nostr I see a natural shift to client first-class database storage.
Then, a second backup could be selfhosted with relays to have data redoundancy and for all threat model/preferencies.