+818.1%
SPYM vs EXR
+2,548.0%
-1,729.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -0.9% | -1.1% | +0.2% | -0.6% |
| 30D | -2.4% | +18.8% | -21.1% | -7.3% |
| 3M | -1.1% | +9.9% | -11.1% | -4.0% |
| 6M | +3.3% | +12.6% | -9.3% | -0.7% |
| YTD | +12.4% | +26.5% | -14.1% | +4.0% |
| 1Y | +12.5% | +24.5% | -12.0% | +4.6% |
| 3Y | +79.1% | +52.4% | +26.7% | +53.5% |
| 5Y | +75.7% | -1.5% | +77.2% | +68.9% |
| 10Y | +313.9% | +216.0% | +97.9% | +172.5% |
| All | +818.1% | +2,548.0% | -1,729.9% | +192.5% |
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