-55.8%
SNAP vs EXR
+51.9%
-107.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -10.6% | +1.7% | -12.3% | -11.0% |
| 30D | -19.7% | +18.0% | -37.8% | -24.2% |
| 3M | -6.5% | +9.7% | -16.2% | -9.5% |
| 6M | -17.8% | +13.4% | -31.2% | -21.4% |
| YTD | -38.0% | +26.3% | -64.3% | -43.2% |
| 1Y | -42.5% | +27.6% | -70.0% | -47.5% |
| 3Y | -55.8% | +52.2% | -108.0% | -65.8% |
| All | -55.8% | +51.9% | -107.7% | -65.8% |
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 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