-78.5%
SNAP vs EXR
+188.4%
-266.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +6.0% | -0.4% | +6.5% | +6.3% |
| 30D | -13.8% | +18.2% | -32.0% | -19.8% |
| 3M | -0.8% | +7.3% | -8.1% | -3.7% |
| 6M | -6.2% | +13.8% | -20.1% | -11.5% |
| YTD | -34.8% | +25.9% | -60.8% | -41.4% |
| 1Y | -38.7% | +25.8% | -64.5% | -44.9% |
| 3Y | -53.5% | +53.7% | -107.2% | -63.1% |
| 5Y | -90.2% | -1.8% | -88.4% | -90.7% |
| All | -78.5% | +188.4% | -266.9% | -84.8% |
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