+449.1%
SN vs EXR
+29.3%
+419.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +3.5% | -1.1% | +4.6% | +4.1% |
| 30D | +19.4% | +18.8% | +0.7% | +9.7% |
| 3M | +20.9% | +9.9% | +11.0% | +15.3% |
| 6M | +111.1% | +12.6% | +98.5% | +98.6% |
| YTD | +102.8% | +26.5% | +76.3% | +80.4% |
| 1Y | +146.2% | +24.5% | +121.7% | +120.5% |
| 3Y | +441.4% | +52.4% | +389.0% | +344.3% |
| All | +449.1% | +29.3% | +419.8% | +447.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling