+359.4%
SMTC vs EXR
+215.7%
+143.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.4% |
| 7D | +30.5% | -1.2% | +31.7% | +31.1% |
| 30D | -30.9% | +18.3% | -49.2% | -35.7% |
| 3M | -14.7% | +9.1% | -23.7% | -18.2% |
| 6M | -9.6% | +11.7% | -21.3% | -15.0% |
| YTD | +62.1% | +25.7% | +36.4% | +45.2% |
| 1Y | +66.6% | +24.9% | +41.7% | +49.4% |
| 3Y | +718.1% | +51.4% | +666.6% | +569.8% |
| 5Y | +32.8% | -1.9% | +34.7% | +26.0% |
| All | +359.4% | +215.7% | +143.7% | +233.7% |
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