+102.2%
SNOW vs EXR
+23.6%
+78.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +4.9% | -0.7% | +5.6% | +5.1% |
| 30D | +1.5% | -6.9% | +8.5% | +2.6% |
| 3M | +39.5% | -3.0% | +42.5% | +40.0% |
| 6M | +85.9% | -2.9% | +88.8% | +86.1% |
| YTD | +52.9% | +9.3% | +43.7% | +49.2% |
| 1Y | +48.1% | -0.9% | +49.0% | +47.2% |
| 3Y | +102.2% | +24.7% | +77.5% | +93.7% |
| All | +102.2% | +23.6% | +78.6% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling