+351.4%
SMTC vs EXR
+215.3%
+136.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.6% | +12.2% | +12.6% |
| 7D | -4.8% | +2.7% | -7.5% | -5.9% |
| 30D | -37.8% | +18.9% | -56.8% | -42.2% |
| 3M | -16.5% | +8.4% | -24.8% | -19.7% |
| 6M | -4.4% | +14.3% | -18.7% | -10.9% |
| YTD | +58.0% | +27.2% | +30.8% | +40.9% |
| 1Y | +62.0% | +25.9% | +36.1% | +44.7% |
| 3Y | +745.7% | +54.6% | +691.0% | +587.3% |
| 5Y | +29.0% | -0.6% | +29.6% | +21.8% |
| 10Y | +351.4% | +208.5% | +142.8% | +227.9% |
| All | +351.4% | +215.3% | +136.1% | +227.9% |
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