+168.3%
SMTC vs EXR
+0.3%
+167.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.0% | +10.0% |
| 7D | +22.9% | -0.7% | +23.6% | +23.0% |
| 30D | +16.6% | -6.9% | +23.6% | +17.3% |
| 3M | +2.4% | -3.0% | +5.4% | +0.5% |
| 6M | +98.3% | -2.9% | +101.2% | +90.3% |
| YTD | +120.7% | +9.3% | +111.4% | +113.9% |
| 1Y | +168.3% | -0.9% | +169.2% | +163.6% |
| All | +168.3% | +0.3% | +167.9% | +163.6% |
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