+82.0%
SIMO vs EXR
+26.0%
+55.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -2.2% |
| 7D | -16.0% | +1.7% | -17.8% | -15.1% |
| 30D | -35.8% | +18.0% | -53.8% | -30.1% |
| 3M | -26.5% | +9.7% | -36.1% | -21.6% |
| 6M | -33.0% | +13.4% | -46.5% | -29.5% |
| YTD | +84.3% | +26.3% | +58.1% | +87.5% |
| 1Y | +82.0% | +27.6% | +54.4% | +84.9% |
| All | +82.0% | +26.0% | +55.9% | +84.9% |
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