+1,068.0%
SSNC vs EXR
+2,093.7%
-1,025.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -4.5% | +2.7% | -7.2% | -5.5% |
| 30D | -3.9% | +18.9% | -22.8% | -10.0% |
| 3M | -1.3% | +8.4% | -9.7% | -4.4% |
| 6M | +14.1% | +14.3% | -0.2% | +8.4% |
| YTD | -9.9% | +27.2% | -37.1% | -18.4% |
| 1Y | -6.2% | +25.9% | -32.1% | -14.8% |
| 3Y | +56.1% | +54.6% | +1.4% | +28.1% |
| 5Y | +5.4% | -0.6% | +6.0% | +0.6% |
| 10Y | +172.3% | +208.5% | -36.2% | +59.1% |
| All | +1,068.0% | +2,093.7% | -1,025.8% | +205.6% |
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