+1,154.3%
SSNC vs EXR
+1,785.1%
-630.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.7% |
| 7D | +0.6% | -2.6% | +3.2% | +1.6% |
| 30D | +6.0% | -7.2% | +13.2% | +9.1% |
| 3M | +21.0% | -3.5% | +24.5% | +22.7% |
| 6M | +12.1% | -5.3% | +17.4% | +14.2% |
| YTD | -3.2% | +9.4% | -12.6% | -7.1% |
| 1Y | -4.4% | +1.3% | -5.7% | -5.7% |
| 3Y | +51.6% | +22.4% | +29.2% | +35.7% |
| 5Y | +21.1% | -12.2% | +33.3% | +21.1% |
| 10Y | +177.7% | +148.6% | +29.1% | +76.4% |
| All | +1,154.3% | +1,785.1% | -630.8% | +248.0% |
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 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