-79.2%
SNAP vs EXR
+191.3%
-270.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.6% | -13.4% | -13.8% |
| 7D | -10.4% | +6.8% | -17.2% | -12.8% |
| 30D | -11.9% | +19.6% | -31.5% | -18.5% |
| 3M | -4.5% | +8.0% | -12.5% | -7.6% |
| 6M | -16.7% | +17.2% | -33.8% | -22.4% |
| YTD | -36.9% | +27.2% | -64.1% | -43.5% |
| 1Y | -30.3% | +26.1% | -56.3% | -37.5% |
| 3Y | -52.5% | +70.7% | -123.2% | -64.2% |
| 5Y | -90.4% | +1.0% | -91.4% | -91.0% |
| All | -79.2% | +191.3% | -270.5% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling