+80.1%
SPYM vs EXR
+24.9%
+55.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.1% |
| 7D | +0.1% | -2.6% | +2.7% | +0.6% |
| 30D | +0.1% | -7.2% | +7.3% | +1.5% |
| 3M | +2.0% | -3.5% | +5.5% | +2.6% |
| 6M | +13.1% | -5.3% | +18.4% | +13.8% |
| YTD | +13.6% | +9.4% | +4.3% | +11.0% |
| 1Y | +20.1% | +1.3% | +18.7% | +19.0% |
| All | +80.1% | +24.9% | +55.3% | +72.7% |
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