+12.5%
SM vs EXR
+147.0%
-134.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | +31.5% | -6.9% | +38.5% | +33.4% |
| 3M | +17.3% | -3.0% | +20.3% | +17.8% |
| 6M | +48.5% | -2.9% | +51.5% | +48.4% |
| YTD | +106.3% | +9.3% | +97.0% | +100.2% |
| 1Y | +47.3% | -0.9% | +48.2% | +46.3% |
| 3Y | -1.4% | +24.7% | -26.1% | -7.8% |
| 5Y | +114.0% | -11.7% | +125.7% | +113.8% |
| 10Y | +12.5% | +148.4% | -135.9% | +16.5% |
| All | +12.5% | +147.0% | -134.5% | +16.5% |
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