-69.4%
SMR vs EXR
-2.8%
-66.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.9% |
| 7D | +13.1% | -3.1% | +16.1% | +13.7% |
| 30D | +17.8% | -7.5% | +25.3% | +19.3% |
| 3M | +8.1% | -7.5% | +15.6% | +8.7% |
| 6M | -11.1% | -5.2% | -5.9% | -13.5% |
| YTD | -23.7% | +6.5% | -30.2% | -25.9% |
| 1Y | -69.4% | -2.0% | -67.4% | -72.1% |
| All | -69.4% | -2.8% | -66.6% | -72.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling