+1,643.5%
SMCI vs EXR
+149.6%
+1,493.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.2% |
| 7D | -1.3% | -3.2% | +1.9% | 0.0% |
| 30D | +18.3% | -6.9% | +25.2% | +21.7% |
| 3M | +27.7% | -7.8% | +35.5% | +31.0% |
| 6M | +17.6% | -4.9% | +22.5% | +19.7% |
| YTD | +27.7% | +7.2% | +20.6% | +24.2% |
| 1Y | -14.9% | -1.5% | -13.4% | -14.8% |
| 3Y | +33.2% | +22.3% | +10.9% | +21.4% |
| 5Y | +921.6% | -10.9% | +932.5% | +926.8% |
| All | +1,643.5% | +149.6% | +1,493.9% | +1,080.7% |
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