+556.6%
SNPS vs EXR
+147.0%
+409.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -5.5% | -0.7% | -4.8% | -5.3% |
| 30D | -5.8% | -6.9% | +1.2% | -3.7% |
| 3M | -17.2% | -3.0% | -14.2% | -16.7% |
| 6M | -10.4% | -2.9% | -7.4% | -10.0% |
| YTD | -16.5% | +9.3% | -25.8% | -19.6% |
| 1Y | -35.6% | -0.9% | -34.7% | -36.1% |
| 3Y | -14.6% | +24.7% | -39.3% | -24.0% |
| 5Y | +16.5% | -11.7% | +28.2% | +16.5% |
| 10Y | +556.6% | +148.4% | +408.2% | +403.5% |
| All | +556.6% | +147.0% | +409.6% | +403.5% |
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 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