+398.8%
SN vs EXR
+69.9%
+328.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.0% |
| 7D | +7.2% | +5.2% | +2.0% | +4.7% |
| 30D | +20.4% | +20.9% | -0.5% | +10.4% |
| 3M | +23.9% | +7.7% | +16.2% | +19.7% |
| 6M | +93.0% | +13.2% | +79.9% | +82.1% |
| YTD | +99.2% | +26.5% | +72.8% | +79.2% |
| 1Y | +142.6% | +27.2% | +115.4% | +117.4% |
| 3Y | +398.8% | +71.5% | +327.3% | +392.6% |
| All | +398.8% | +69.9% | +328.9% | +392.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling