-25.6%
SNOW vs EXR
-0.3%
-25.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.6% |
| 7D | -9.9% | +5.2% | -15.1% | -11.8% |
| 30D | -17.1% | +20.9% | -38.0% | -23.6% |
| 3M | -13.2% | +7.7% | -21.0% | -16.1% |
| 6M | +97.4% | +13.2% | +84.2% | +86.1% |
| YTD | +25.8% | +26.5% | -0.7% | +11.6% |
| 1Y | +4.2% | +27.2% | -23.0% | -7.9% |
| 3Y | +91.3% | +71.5% | +19.8% | +27.4% |
| All | -25.6% | -0.3% | -25.2% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling