-92.8%
SNAP vs EXR
-11.8%
-81.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.5% |
| 7D | +0.7% | -2.6% | +3.3% | +2.0% |
| 30D | +2.6% | -7.2% | +9.8% | +6.2% |
| 3M | -9.9% | -3.5% | -6.4% | -8.6% |
| 6M | +1.9% | -5.3% | +7.2% | +3.9% |
| YTD | -32.2% | +9.4% | -41.6% | -35.7% |
| 1Y | -22.8% | +1.3% | -24.2% | -24.3% |
| 3Y | -47.6% | +22.4% | -70.0% | -56.0% |
| All | -92.8% | -11.8% | -81.0% | -93.6% |
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