+3,365.1%
SIMO vs EXR
+2,115.4%
+1,249.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.2% | +9.9% | +9.2% |
| 7D | +4.2% | -2.6% | +6.8% | +5.2% |
| 30D | +4.1% | -7.2% | +11.3% | +7.2% |
| 3M | -12.9% | -3.5% | -9.4% | -12.7% |
| 6M | +110.3% | -5.3% | +115.6% | +112.2% |
| YTD | +178.6% | +9.4% | +169.2% | +164.6% |
| 1Y | +220.0% | +1.3% | +218.7% | +212.6% |
| 3Y | +409.0% | +22.4% | +386.6% | +345.9% |
| 5Y | +277.3% | -12.2% | +289.5% | +264.6% |
| 10Y | +506.6% | +148.6% | +358.0% | +235.1% |
| All | +3,365.1% | +2,115.4% | +1,249.6% | +505.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling