+3,319.5%
SITM vs EXR
+93.6%
+3,226.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | +6.6% | -0.4% | +7.1% | +6.9% |
| 30D | -15.3% | +18.2% | -33.5% | -23.3% |
| 3M | -35.4% | +7.3% | -42.7% | -38.4% |
| 6M | -46.8% | +13.8% | -60.6% | -51.6% |
| YTD | +25.9% | +25.9% | -0.1% | +7.9% |
| 1Y | +54.0% | +25.8% | +28.2% | +32.0% |
| 3Y | +315.6% | +53.7% | +261.9% | +203.9% |
| 5Y | +74.4% | -1.8% | +76.2% | +64.0% |
| All | +3,319.5% | +93.6% | +3,226.0% | +2,365.1% |
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