+415.5%
SIMO vs EXR
+22.7%
+392.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.2% |
| 3M | -12.9% | -3.5% | -9.4% | -13.2% |
| 6M | +110.3% | -5.3% | +115.6% | +110.1% |
| YTD | +178.6% | +9.4% | +169.2% | +168.3% |
| 1Y | +220.0% | +1.3% | +218.7% | +213.5% |
| All | +415.5% | +22.7% | +392.7% | +404.6% |
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