-79.4%
SNAP vs EXR
+191.4%
-270.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | -7.3% | +2.7% | -10.0% | -8.3% |
| 30D | -18.9% | +18.9% | -37.9% | -24.8% |
| 3M | -5.3% | +8.4% | -13.6% | -8.5% |
| 6M | -16.9% | +14.3% | -31.3% | -21.8% |
| YTD | -37.4% | +27.2% | -64.7% | -44.0% |
| 1Y | -38.5% | +25.9% | -64.4% | -44.8% |
| 3Y | -55.1% | +54.6% | -109.7% | -64.5% |
| 5Y | -90.8% | -0.6% | -90.2% | -91.3% |
| All | -79.4% | +191.4% | -270.8% | -85.5% |
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