+527.9%
SMTC vs EXR
+144.7%
+383.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.8% |
| 7D | +22.5% | -3.1% | +25.6% | +23.9% |
| 30D | +24.9% | -7.5% | +32.4% | +28.5% |
| 3M | +4.1% | -7.5% | +11.6% | +6.1% |
| 6M | +92.6% | -5.2% | +97.7% | +95.0% |
| YTD | +122.5% | +6.5% | +116.0% | +114.3% |
| 1Y | +166.2% | -2.0% | +168.2% | +164.3% |
| 3Y | +577.2% | +21.5% | +555.6% | +510.2% |
| 5Y | +119.0% | -11.5% | +130.5% | +118.6% |
| 10Y | +527.9% | +148.0% | +379.9% | +386.2% |
| All | +527.9% | +144.7% | +383.1% | +386.2% |
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 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