+675.0%
SNPS vs EXR
+217.4%
+457.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.2% | -1.1% | +1.0% | +0.2% |
| 30D | -8.0% | +18.8% | -26.8% | -12.8% |
| 3M | +12.5% | +9.9% | +2.5% | +9.0% |
| 6M | -10.5% | +12.6% | -23.1% | -14.1% |
| YTD | -1.6% | +26.5% | -28.1% | -9.6% |
| 1Y | +16.8% | +24.5% | -7.7% | +7.8% |
| 3Y | -10.9% | +52.4% | -63.3% | -25.7% |
| 5Y | +35.8% | -1.5% | +37.3% | +31.2% |
| 10Y | +675.0% | +216.0% | +459.0% | +465.1% |
| All | +675.0% | +217.4% | +457.6% | +465.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling