+63.9%
SMR vs EXR
+24.9%
+39.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | +4.4% | -2.6% | +7.0% | +5.7% |
| 30D | +3.4% | -7.2% | +10.6% | +7.3% |
| 3M | -19.2% | -3.5% | -15.7% | -18.7% |
| 6M | -22.6% | -5.3% | -17.4% | -21.4% |
| YTD | -31.5% | +9.4% | -40.9% | -35.7% |
| 1Y | -73.1% | +1.3% | -74.4% | -73.9% |
| All | +63.9% | +24.9% | +39.0% | +29.2% |
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