+115.6%
SM vs EXR
+3,094.9%
-2,979.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -25.9% | +5.2% | -31.1% | -27.6% |
| 30D | -15.1% | +20.9% | -36.0% | -21.3% |
| 3M | +4.9% | +7.7% | -2.8% | +1.3% |
| 6M | +6.1% | +13.2% | -7.0% | +0.2% |
| YTD | +63.4% | +26.5% | +37.0% | +46.2% |
| 1Y | +72.5% | +27.2% | +45.3% | +54.0% |
| 3Y | -16.9% | +71.5% | -88.4% | -35.7% |
| 5Y | -10.6% | +0.4% | -11.0% | -16.0% |
| 10Y | +11.3% | +225.2% | -213.9% | -39.3% |
| All | +115.6% | +3,094.9% | -2,979.3% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling