+7.9%
SNOW vs EXR
-11.8%
+19.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.9% |
| 7D | +2.8% | -2.6% | +5.4% | +4.0% |
| 30D | +6.4% | -7.2% | +13.6% | +9.7% |
| 3M | +38.1% | -3.5% | +41.6% | +39.8% |
| 6M | +100.4% | -5.3% | +105.7% | +103.3% |
| YTD | +53.7% | +9.4% | +44.4% | +45.4% |
| 1Y | +52.0% | +1.3% | +50.6% | +48.0% |
| 3Y | +114.7% | +22.4% | +92.2% | +76.1% |
| All | +7.9% | -11.8% | +19.7% | +3.1% |
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