+84.6%
SITM vs EXR
-2.2%
+86.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | +32.5% | -1.2% | +33.7% | +33.5% |
| 30D | -18.8% | +18.3% | -37.1% | -27.5% |
| 3M | -30.9% | +9.1% | -39.9% | -35.2% |
| 6M | -44.5% | +11.7% | -56.2% | -49.6% |
| YTD | +33.2% | +25.7% | +7.5% | +11.4% |
| 1Y | +53.8% | +24.9% | +28.9% | +29.1% |
| 3Y | +335.7% | +51.4% | +284.2% | +193.5% |
| 5Y | +84.6% | -1.9% | +86.6% | +70.0% |
| All | +84.6% | -2.2% | +86.8% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling