+160.7%
SPMO vs EXR
+23.6%
+137.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.4% | -0.7% | +4.1% | +3.5% |
| 30D | +0.5% | -6.9% | +7.5% | +1.5% |
| 3M | +1.9% | -3.0% | +4.9% | +2.0% |
| 6M | +27.8% | -2.9% | +30.8% | +27.7% |
| YTD | +26.7% | +9.3% | +17.4% | +23.8% |
| 1Y | +28.9% | -0.9% | +29.8% | +28.1% |
| 3Y | +160.7% | +24.7% | +136.0% | +151.7% |
| All | +160.7% | +23.6% | +137.1% | +151.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling