-90.5%
SNAP vs EXR
-1.8%
-88.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +6.0% | -0.4% | +6.5% | +6.3% |
| 30D | -13.8% | +18.2% | -32.0% | -20.5% |
| 3M | -0.8% | +7.3% | -8.1% | -4.1% |
| 6M | -6.2% | +13.8% | -20.1% | -12.2% |
| YTD | -34.8% | +25.9% | -60.8% | -42.3% |
| 1Y | -38.7% | +25.8% | -64.5% | -45.8% |
| 3Y | -53.5% | +53.7% | -107.2% | -65.7% |
| All | -90.5% | -1.8% | -88.8% | -91.3% |
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