+33.8%
SM vs EXR
+1.1%
+32.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -3.3% |
| 7D | -0.5% | -2.6% | +2.1% | -1.0% |
| 30D | +25.6% | -7.2% | +32.8% | +23.8% |
| 3M | +8.0% | -3.5% | +11.5% | +7.4% |
| 6M | +50.8% | -5.3% | +56.1% | +55.7% |
| YTD | +97.9% | +9.4% | +88.5% | +93.1% |
| 1Y | +33.8% | +1.3% | +32.5% | +29.7% |
| All | +33.8% | +1.1% | +32.7% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling