+589.1%
SMTC vs EXR
+3,090.1%
-2,501.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.3% |
| 7D | -10.9% | +1.7% | -12.7% | -11.7% |
| 30D | -39.4% | +18.0% | -57.5% | -43.6% |
| 3M | -13.5% | +9.7% | -23.2% | -17.4% |
| 6M | -6.8% | +13.4% | -20.3% | -12.8% |
| YTD | +54.0% | +26.3% | +27.7% | +38.2% |
| 1Y | +50.8% | +27.6% | +23.2% | +34.4% |
| 3Y | +677.3% | +52.2% | +625.2% | +540.1% |
| 5Y | +28.7% | -1.1% | +29.8% | +23.2% |
| 10Y | +339.9% | +216.8% | +123.1% | +159.0% |
| All | +589.1% | +3,090.1% | -2,501.0% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling