+495.9%
SPMO vs EXR
+210.0%
+285.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +6.3% | -0.4% | +6.8% | +6.5% |
| 30D | -8.9% | +18.2% | -27.1% | -12.7% |
| 3M | -13.2% | +7.3% | -20.6% | -14.9% |
| 6M | -9.3% | +13.8% | -23.1% | -12.7% |
| YTD | +11.6% | +25.9% | -14.4% | +4.2% |
| 1Y | +13.4% | +25.8% | -12.4% | +5.9% |
| 3Y | +122.9% | +53.7% | +69.2% | +92.2% |
| 5Y | +113.9% | -1.8% | +115.7% | +106.5% |
| 10Y | +460.5% | +214.5% | +246.0% | +312.8% |
| All | +495.9% | +210.0% | +285.9% | +341.2% |
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