+61.9%
SNY vs EXR
+151.8%
-89.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -3.3% | -1.2% | -2.2% | -3.1% |
| 30D | -2.2% | -6.2% | +4.1% | -1.0% |
| 3M | -3.0% | -7.4% | +4.4% | -1.6% |
| 6M | +2.7% | -0.5% | +3.3% | +2.8% |
| YTD | -6.8% | +8.1% | -14.9% | -8.3% |
| 1Y | -5.3% | -2.9% | -2.4% | -5.0% |
| 3Y | -9.8% | +22.9% | -32.7% | -13.7% |
| 5Y | +9.7% | -10.2% | +19.8% | +8.9% |
| All | +61.9% | +151.8% | -89.9% | +40.4% |
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