+408.0%
SIMO vs EXR
+215.3%
+192.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.6% |
| 7D | -8.5% | +2.7% | -11.1% | -8.8% |
| 30D | -34.8% | +18.9% | -53.8% | -36.6% |
| 3M | -32.8% | +8.4% | -41.2% | -33.8% |
| 6M | -32.0% | +14.3% | -46.3% | -34.0% |
| YTD | +87.0% | +27.2% | +59.8% | +77.7% |
| 1Y | +86.1% | +25.9% | +60.1% | +77.0% |
| 3Y | +226.4% | +54.6% | +171.8% | +196.1% |
| 5Y | +172.1% | -0.6% | +172.7% | +163.7% |
| 10Y | +408.0% | +208.5% | +199.5% | +334.3% |
| All | +408.0% | +215.3% | +192.7% | +334.3% |
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