+3.0%
SM vs EXR
+205.9%
-202.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | -19.5% | +1.7% | -21.2% | -19.9% |
| 30D | -20.2% | +18.0% | -38.3% | -23.1% |
| 3M | -6.5% | +9.7% | -16.2% | -8.5% |
| 6M | +1.6% | +13.4% | -11.9% | -1.6% |
| YTD | +61.2% | +26.3% | +35.0% | +51.3% |
| 1Y | +65.4% | +27.6% | +37.8% | +54.9% |
| 3Y | -13.0% | +52.2% | -65.2% | -22.3% |
| 5Y | -4.3% | -1.1% | -3.2% | -7.2% |
| 10Y | +3.0% | +216.8% | -213.8% | +2.5% |
| All | +3.0% | +205.9% | -202.8% | +2.5% |
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