+100.5%
SIMO vs EXR
+28.1%
+72.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.1% | -12.7% | -7.9% |
| 7D | -16.9% | +11.3% | -28.1% | -12.2% |
| 30D | -35.4% | +21.2% | -56.5% | -29.1% |
| 3M | -31.9% | +8.7% | -40.6% | -27.5% |
| 6M | -19.3% | +18.2% | -37.5% | -15.5% |
| YTD | +98.5% | +27.9% | +70.5% | +100.6% |
| 1Y | +100.5% | +28.3% | +72.2% | +103.0% |
| All | +100.5% | +28.1% | +72.5% | +103.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling