-47.7%
SNAP vs EXR
+22.7%
-70.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | +0.7% | -2.6% | +3.3% | +1.7% |
| 30D | +2.6% | -7.2% | +9.8% | +5.4% |
| 3M | -9.9% | -3.5% | -6.4% | -8.8% |
| 6M | +1.9% | -5.3% | +7.2% | +3.4% |
| YTD | -32.2% | +9.4% | -41.6% | -34.9% |
| 1Y | -22.8% | +1.3% | -24.2% | -23.9% |
| All | -47.7% | +22.7% | -70.4% | -52.9% |
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