+193.0%
SNY vs EXR
+2,660.5%
-2,467.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | -0.7% | -6.9% | +6.3% | +1.3% |
| 3M | -1.6% | -3.0% | +1.3% | -0.9% |
| 6M | +2.3% | -2.9% | +5.2% | +3.0% |
| YTD | -6.0% | +9.3% | -15.3% | -8.5% |
| 1Y | -2.7% | -0.9% | -1.7% | -2.8% |
| 3Y | -7.5% | +24.7% | -32.2% | -14.6% |
| 5Y | +6.7% | -11.7% | +18.4% | +5.4% |
| 10Y | +62.3% | +148.4% | -86.1% | +13.5% |
| All | +193.0% | +2,660.5% | -2,467.4% | +0.4% |
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 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