-90.5%
SNAP vs EXR
-1.3%
-89.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -10.6% | +1.7% | -12.3% | -11.2% |
| 30D | -19.7% | +18.0% | -37.8% | -26.0% |
| 3M | -6.5% | +9.7% | -16.2% | -10.7% |
| 6M | -17.8% | +13.4% | -31.2% | -23.0% |
| YTD | -38.0% | +26.3% | -64.3% | -45.3% |
| 1Y | -42.5% | +27.6% | -70.0% | -49.5% |
| 3Y | -55.8% | +52.2% | -108.0% | -67.3% |
| 5Y | -90.5% | -1.1% | -89.5% | -91.5% |
| All | -90.5% | -1.3% | -89.3% | -91.5% |
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