+9.5%
SNOW vs EXR
+28.1%
-18.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -1.1% |
| 7D | -14.5% | +11.3% | -25.8% | -13.5% |
| 30D | -14.3% | +21.2% | -35.4% | -13.0% |
| 3M | -8.3% | +8.7% | -17.0% | -7.9% |
| 6M | +101.5% | +18.2% | +83.3% | +104.6% |
| YTD | +32.5% | +27.9% | +4.5% | +32.3% |
| 1Y | +9.5% | +28.3% | -18.8% | +9.5% |
| All | +9.5% | +28.1% | -18.6% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling