+425.4%
SN vs EXR
+30.1%
+395.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +3.8% | +6.8% | -3.0% | +0.5% |
| 30D | +17.5% | +19.6% | -2.0% | +7.6% |
| 3M | +19.2% | +8.0% | +11.3% | +14.7% |
| 6M | +84.9% | +17.2% | +67.8% | +70.5% |
| YTD | +94.0% | +27.2% | +66.8% | +72.1% |
| 1Y | +151.3% | +26.1% | +125.3% | +123.4% |
| 3Y | +387.1% | +70.7% | +316.4% | +278.4% |
| All | +425.4% | +30.1% | +395.3% | +422.5% |
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