+515.5%
SIMO vs EXR
+148.5%
+367.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.2% | +9.9% | +8.9% |
| 7D | +4.2% | -2.6% | +6.8% | +4.6% |
| 30D | +4.1% | -7.2% | +11.3% | +5.3% |
| 3M | -12.9% | -3.5% | -9.4% | -12.9% |
| 6M | +110.3% | -5.3% | +115.6% | +110.9% |
| YTD | +178.6% | +9.4% | +169.2% | +171.6% |
| 1Y | +220.0% | +1.3% | +218.7% | +216.2% |
| 3Y | +409.0% | +22.4% | +386.6% | +381.0% |
| 5Y | +277.3% | -12.2% | +289.5% | +273.0% |
| All | +515.5% | +148.5% | +367.0% | +472.3% |
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