-91.0%
SNAP vs EXR
-0.3%
-90.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | -7.1% | +5.2% | -12.3% | -9.3% |
| 30D | -14.6% | +20.9% | -35.5% | -22.2% |
| 3M | -5.0% | +7.7% | -12.7% | -8.4% |
| 6M | -18.8% | +13.2% | -32.0% | -23.9% |
| YTD | -38.5% | +26.5% | -65.0% | -45.8% |
| 1Y | -38.1% | +27.2% | -65.3% | -45.7% |
| 3Y | -53.8% | +71.5% | -125.3% | -68.3% |
| All | -91.0% | -0.3% | -90.6% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling