+57.5%
SSNC vs EXR
+24.9%
+32.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.8% |
| 7D | +0.6% | -2.6% | +3.2% | +1.4% |
| 30D | +6.0% | -7.2% | +13.2% | +8.4% |
| 3M | +21.0% | -3.5% | +24.5% | +22.4% |
| 6M | +12.1% | -5.3% | +17.4% | +13.7% |
| YTD | -3.2% | +9.4% | -12.6% | -6.1% |
| 1Y | -4.4% | +1.3% | -5.7% | -5.2% |
| All | +57.5% | +24.9% | +32.6% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling