+809.6%
SPYM vs EXR
+2,563.8%
-1,754.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | +0.1% | +2.7% | -2.6% | -0.7% |
| 30D | -3.3% | +18.9% | -22.3% | -8.2% |
| 3M | -2.4% | +8.4% | -10.8% | -4.8% |
| 6M | +2.6% | +14.3% | -11.7% | -1.8% |
| YTD | +11.3% | +27.2% | -15.9% | +2.9% |
| 1Y | +13.5% | +25.9% | -12.5% | +5.1% |
| 3Y | +80.3% | +54.6% | +25.6% | +53.8% |
| 5Y | +72.7% | -0.6% | +73.3% | +65.6% |
| 10Y | +312.2% | +208.5% | +103.7% | +173.3% |
| All | +809.6% | +2,563.8% | -1,754.2% | +189.3% |
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