+384.8%
SIMO vs EXR
+221.5%
+163.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.2% |
| 7D | -22.0% | +5.2% | -27.2% | -22.6% |
| 30D | -43.0% | +20.9% | -63.9% | -44.8% |
| 3M | -39.1% | +7.7% | -46.8% | -39.9% |
| 6M | -33.3% | +13.2% | -46.5% | -35.1% |
| YTD | +77.0% | +26.5% | +50.5% | +68.2% |
| 1Y | +73.0% | +27.2% | +45.8% | +64.2% |
| 3Y | +215.7% | +71.5% | +144.2% | +180.9% |
| 5Y | +155.6% | +0.4% | +155.3% | +147.2% |
| All | +384.8% | +221.5% | +163.3% | +313.3% |
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