+43.0%
SN vs EXR
+1.1%
+41.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | -9.3% | -2.6% | -6.8% | -7.9% |
| 30D | -4.8% | -7.2% | +2.4% | -0.5% |
| 3M | +40.4% | -3.5% | +43.9% | +42.9% |
| 6M | +50.9% | -5.3% | +56.2% | +52.5% |
| YTD | +54.9% | +9.4% | +45.6% | +47.8% |
| 1Y | +43.0% | +1.3% | +41.7% | +39.1% |
| All | +43.0% | +1.1% | +41.9% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling