-78.2%
SNAP vs EXR
+189.7%
-267.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.7% |
| 7D | -9.8% | -1.1% | -8.7% | -9.3% |
| 30D | -18.2% | +18.8% | -37.0% | -24.1% |
| 3M | -3.1% | +9.9% | -13.0% | -6.9% |
| 6M | -7.1% | +12.6% | -19.8% | -12.0% |
| YTD | -33.8% | +26.5% | -60.3% | -40.6% |
| 1Y | -39.0% | +24.5% | -63.5% | -45.0% |
| 3Y | -52.8% | +52.4% | -105.2% | -62.5% |
| 5Y | -90.0% | -1.5% | -88.4% | -90.5% |
| All | -78.2% | +189.7% | -267.9% | -84.6% |
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 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