+447.8%
SN vs EXR
+28.7%
+419.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | +1.5% | -0.4% | +2.0% | +1.8% |
| 30D | +21.5% | +18.2% | +3.3% | +11.9% |
| 3M | +20.0% | +7.3% | +12.7% | +15.8% |
| 6M | +119.9% | +13.8% | +106.1% | +105.8% |
| YTD | +102.3% | +25.9% | +76.4% | +80.4% |
| 1Y | +148.0% | +25.8% | +122.2% | +121.1% |
| 3Y | +450.0% | +53.7% | +396.3% | +350.0% |
| All | +447.8% | +28.7% | +419.0% | +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