+32.8%
SNOW vs EXR
+55.7%
-22.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.9% |
| 7D | +2.8% | -2.6% | +5.4% | +3.9% |
| 30D | +6.4% | -7.2% | +13.6% | +9.5% |
| 3M | +38.1% | -3.5% | +41.6% | +39.7% |
| 6M | +100.4% | -5.3% | +105.7% | +103.1% |
| YTD | +53.7% | +9.4% | +44.4% | +46.0% |
| 1Y | +52.0% | +1.3% | +50.6% | +48.3% |
| 3Y | +114.7% | +22.4% | +92.2% | +80.5% |
| 5Y | +8.8% | -12.2% | +21.0% | +10.1% |
| All | +32.8% | +55.7% | -22.9% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling