-5.9%
SM vs EXR
+53.5%
-59.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +9.4% | -0.4% | +9.8% | +9.5% |
| 30D | -14.4% | +18.2% | -32.6% | -17.5% |
| 3M | +1.6% | +7.3% | -5.8% | -0.1% |
| 6M | +6.3% | +13.8% | -7.5% | +2.8% |
| YTD | +78.8% | +25.9% | +52.9% | +65.6% |
| 1Y | +83.1% | +25.8% | +57.3% | +69.6% |
| 3Y | -5.9% | +53.7% | -59.6% | -19.9% |
| All | -5.9% | +53.5% | -59.4% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling