+185.4%
SW vs EXR
+223.4%
-38.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | +4.7% | +6.8% | -2.2% | +2.9% |
| 30D | +5.0% | +19.6% | -14.6% | +0.2% |
| 3M | -7.3% | +8.0% | -15.3% | -9.2% |
| 6M | +15.0% | +17.2% | -2.2% | +10.5% |
| YTD | +18.5% | +27.2% | -8.7% | +11.8% |
| 1Y | +27.1% | +26.1% | +1.1% | +20.2% |
| 3Y | +49.3% | +70.7% | -21.4% | +34.3% |
| 5Y | -1.6% | +1.0% | -2.6% | -5.6% |
| All | +185.4% | +223.4% | -38.0% | +130.9% |
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