+1,827.8%
SNPS vs EXR
+2,662.2%
-834.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.1% |
| 7D | -11.0% | -2.6% | -8.5% | -10.3% |
| 30D | -1.7% | -7.2% | +5.4% | +0.3% |
| 3M | -20.4% | -3.5% | -16.9% | -19.7% |
| 6M | -8.6% | -5.3% | -3.3% | -7.6% |
| YTD | -16.2% | +9.4% | -25.5% | -18.9% |
| 1Y | -34.6% | +1.3% | -35.9% | -35.4% |
| 3Y | -14.5% | +22.4% | -36.9% | -21.8% |
| 5Y | +17.0% | -12.2% | +29.2% | +17.0% |
| 10Y | +560.0% | +148.6% | +411.5% | +381.6% |
| All | +1,827.8% | +2,662.2% | -834.5% | +565.0% |
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