+828.4%
SPYM vs EXR
+2,189.1%
-1,360.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | 0.0% |
| 7D | +0.1% | -2.6% | +2.7% | +0.9% |
| 30D | +0.1% | -7.2% | +7.3% | +2.3% |
| 3M | +2.0% | -3.5% | +5.5% | +2.9% |
| 6M | +13.1% | -5.3% | +18.4% | +14.5% |
| YTD | +13.6% | +9.4% | +4.3% | +10.0% |
| 1Y | +20.1% | +1.3% | +18.7% | +18.6% |
| 3Y | +77.6% | +22.4% | +55.1% | +62.2% |
| 5Y | +82.5% | -12.2% | +94.8% | +81.5% |
| 10Y | +317.6% | +148.6% | +169.0% | +194.8% |
| All | +828.4% | +2,189.1% | -1,360.7% | +209.2% |
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