+17.4%
SSNC vs EXR
-10.8%
+28.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.8% | -3.8% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | +1.9% | -6.9% | +8.8% | +4.5% |
| 3M | +18.4% | -3.0% | +21.4% | +19.8% |
| 6M | +7.0% | -2.9% | +9.9% | +7.9% |
| YTD | -6.9% | +9.3% | -16.2% | -10.4% |
| 1Y | -8.2% | -0.9% | -7.2% | -8.5% |
| 3Y | +50.5% | +24.7% | +25.8% | +34.1% |
| 5Y | +17.4% | -11.7% | +29.1% | +18.1% |
| All | +17.4% | -10.8% | +28.2% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling