-53.8%
SNAP vs EXR
+69.9%
-123.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | -7.1% | +5.2% | -12.3% | -8.6% |
| 30D | -14.6% | +20.9% | -35.5% | -20.0% |
| 3M | -5.0% | +7.7% | -12.7% | -7.4% |
| 6M | -18.8% | +13.2% | -32.0% | -22.3% |
| YTD | -38.5% | +26.5% | -65.0% | -43.6% |
| 1Y | -38.1% | +27.2% | -65.3% | -43.4% |
| 3Y | -53.8% | +71.5% | -125.3% | -64.1% |
| All | -53.8% | +69.9% | -123.7% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling