+169.2%
SSNC vs EXR
+144.7%
+24.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.2% | -0.5% |
| 7D | -3.9% | -3.1% | -0.8% | -2.9% |
| 30D | -0.2% | -7.5% | +7.3% | +2.5% |
| 3M | +15.9% | -7.5% | +23.4% | +19.1% |
| 6M | +7.5% | -5.2% | +12.6% | +9.3% |
| YTD | -8.2% | +6.5% | -14.7% | -10.7% |
| 1Y | -9.3% | -2.0% | -7.3% | -9.4% |
| 3Y | +48.5% | +21.5% | +26.9% | +34.7% |
| 5Y | +16.0% | -11.5% | +27.5% | +16.1% |
| 10Y | +169.2% | +148.0% | +21.2% | +102.3% |
| All | +169.2% | +144.7% | +24.4% | +102.3% |
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