+30.5%
SNOW vs EXR
+51.6%
-21.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.2% |
| 7D | +8.4% | -3.1% | +11.5% | +9.8% |
| 30D | -1.0% | -7.5% | +6.6% | +2.1% |
| 3M | +38.3% | -7.5% | +45.8% | +42.2% |
| 6M | +81.3% | -5.2% | +86.5% | +83.7% |
| YTD | +51.1% | +6.5% | +44.6% | +45.0% |
| 1Y | +47.0% | -2.0% | +49.0% | +45.4% |
| 3Y | +99.7% | +21.5% | +78.2% | +67.8% |
| 5Y | +3.6% | -11.5% | +15.1% | +5.2% |
| All | +30.5% | +51.6% | -21.1% | +20.5% |
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 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