+215.7%
SIMO vs EXR
+69.9%
+145.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.2% |
| 7D | -22.0% | +5.2% | -27.2% | -22.2% |
| 30D | -43.0% | +20.9% | -63.9% | -43.9% |
| 3M | -39.1% | +7.7% | -46.8% | -39.3% |
| 6M | -33.3% | +13.2% | -46.5% | -34.5% |
| YTD | +77.0% | +26.5% | +50.5% | +68.7% |
| 1Y | +73.0% | +27.2% | +45.8% | +64.6% |
| 3Y | +215.7% | +71.5% | +144.2% | +193.9% |
| All | +215.7% | +69.9% | +145.8% | +193.9% |
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 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