+80.3%
SPYM vs EXR
+53.9%
+26.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | +0.1% | +2.7% | -2.6% | -0.4% |
| 30D | -3.3% | +18.9% | -22.3% | -6.6% |
| 3M | -2.4% | +8.4% | -10.8% | -3.9% |
| 6M | +2.6% | +14.3% | -11.7% | -0.3% |
| YTD | +11.3% | +27.2% | -15.9% | +5.4% |
| 1Y | +13.5% | +25.9% | -12.5% | +7.6% |
| 3Y | +80.3% | +54.6% | +25.6% | +62.7% |
| All | +80.3% | +53.9% | +26.4% | +62.7% |
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