+218.5%
SIMO vs EXR
+51.9%
+166.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.7% |
| 7D | -16.0% | +1.7% | -17.8% | -16.1% |
| 30D | -35.8% | +18.0% | -53.8% | -36.7% |
| 3M | -26.5% | +9.7% | -36.1% | -26.9% |
| 6M | -33.0% | +13.4% | -46.5% | -34.4% |
| YTD | +84.3% | +26.3% | +58.1% | +75.1% |
| 1Y | +82.0% | +27.6% | +54.4% | +72.2% |
| 3Y | +218.5% | +52.2% | +166.3% | +188.1% |
| All | +218.5% | +51.9% | +166.6% | +188.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling