+1.7%
SM vs EXR
+215.3%
-213.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -22.3% | +2.7% | -25.0% | -22.8% |
| 30D | -21.4% | +18.9% | -40.3% | -24.3% |
| 3M | +1.4% | +8.4% | -7.0% | -0.6% |
| 6M | +0.1% | +14.3% | -14.2% | -3.2% |
| YTD | +59.0% | +27.2% | +31.7% | +49.0% |
| 1Y | +64.3% | +25.9% | +38.4% | +54.4% |
| 3Y | -13.1% | +54.6% | -67.8% | -22.6% |
| 5Y | -13.9% | -0.6% | -13.3% | -16.6% |
| 10Y | +1.7% | +208.5% | -206.8% | -5.3% |
| All | +1.7% | +215.3% | -213.6% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling