+14.6%
SNOW vs EXR
+79.3%
-64.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | +5.5% | -0.4% | +5.9% | +5.7% |
| 30D | -13.2% | +18.2% | -31.4% | -18.8% |
| 3M | -13.7% | +7.3% | -21.1% | -16.2% |
| 6M | +91.0% | +13.8% | +77.2% | +80.5% |
| YTD | +32.7% | +25.9% | +6.7% | +19.1% |
| 1Y | +13.3% | +25.8% | -12.5% | +1.6% |
| 3Y | +83.4% | +53.7% | +29.7% | +38.8% |
| 5Y | -24.7% | -1.8% | -23.0% | -27.5% |
| All | +14.6% | +79.3% | -64.7% | -1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling