+82.3%
SPYM vs EXR
-10.8%
+93.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | -0.9% | -6.9% | +6.0% | +1.0% |
| 3M | +3.9% | -3.0% | +6.9% | +4.5% |
| 6M | +14.5% | -2.9% | +17.5% | +15.0% |
| YTD | +13.0% | +9.3% | +3.7% | +9.5% |
| 1Y | +19.4% | -0.9% | +20.4% | +18.8% |
| 3Y | +78.9% | +24.7% | +54.2% | +61.4% |
| 5Y | +82.3% | -11.7% | +94.0% | +84.1% |
| All | +82.3% | -10.8% | +93.1% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling