+945.5%
SMCI vs EXR
+216.3%
+729.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -6.6% | -0.4% | -6.1% | -6.4% |
| 30D | -24.9% | +18.2% | -43.1% | -30.0% |
| 3M | -31.4% | +7.3% | -38.7% | -33.6% |
| 6M | -16.0% | +13.8% | -29.9% | -21.4% |
| YTD | -8.2% | +25.9% | -34.1% | -16.6% |
| 1Y | -23.4% | +25.8% | -49.2% | -30.5% |
| 3Y | +5.0% | +53.7% | -48.7% | -12.7% |
| 5Y | +515.0% | -1.8% | +516.8% | +493.5% |
| All | +945.5% | +216.3% | +729.2% | +580.6% |
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