+184.0%
SSNC vs EXR
+205.9%
-21.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.5% |
| 7D | -2.5% | +1.7% | -4.3% | -3.2% |
| 30D | -2.7% | +18.0% | -20.8% | -8.2% |
| 3M | -0.8% | +9.7% | -10.5% | -4.0% |
| 6M | +15.5% | +13.4% | +2.1% | +10.4% |
| YTD | -8.8% | +26.3% | -35.1% | -16.4% |
| 1Y | -5.8% | +27.6% | -33.4% | -14.1% |
| 3Y | +55.7% | +52.2% | +3.5% | +30.7% |
| 5Y | +6.7% | -1.1% | +7.7% | +2.6% |
| 10Y | +184.0% | +216.8% | -32.8% | +103.0% |
| All | +184.0% | +205.9% | -21.8% | +103.0% |
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 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