+176.6%
SITM vs EXR
-11.6%
+188.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.1% |
| 7D | +8.4% | -0.7% | +9.0% | +8.8% |
| 30D | -17.4% | -6.9% | -10.5% | -13.7% |
| 3M | -9.8% | -3.0% | -6.9% | -9.9% |
| 6M | +83.0% | -2.9% | +85.9% | +83.6% |
| YTD | +69.6% | +9.3% | +60.3% | +56.3% |
| 1Y | +144.9% | -0.9% | +145.8% | +139.4% |
| 3Y | +429.9% | +24.7% | +405.2% | +312.1% |
| All | +176.6% | -11.6% | +188.3% | +170.6% |
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 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