+147.8%
SW vs EXR
+148.5%
-0.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | -5.1% | -2.6% | -2.5% | -4.5% |
| 30D | -4.6% | -7.2% | +2.6% | -2.7% |
| 3M | +9.4% | -3.5% | +12.9% | +10.4% |
| 6M | +3.5% | -5.3% | +8.8% | +5.0% |
| YTD | +22.0% | +9.4% | +12.7% | +19.7% |
| 1Y | +2.2% | +1.3% | +0.9% | +2.1% |
| 3Y | +19.6% | +22.4% | -2.8% | +15.2% |
| 5Y | -2.3% | -12.2% | +9.9% | -2.7% |
| All | +147.8% | +148.5% | -0.7% | +111.8% |
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