-0.1%
SW vs EXR
-0.9%
+0.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +3.0% |
| 7D | +12.1% | +11.3% | +0.8% | +8.0% |
| 30D | +6.6% | +21.2% | -14.6% | -0.2% |
| 3M | -6.0% | +8.7% | -14.7% | -8.7% |
| 6M | +21.5% | +18.2% | +3.3% | +14.9% |
| YTD | +20.3% | +27.9% | -7.6% | +11.2% |
| 1Y | +28.1% | +28.3% | -0.2% | +18.3% |
| 3Y | +51.6% | +71.7% | -20.1% | +33.9% |
| 5Y | -0.1% | -0.6% | +0.5% | -7.8% |
| All | -0.1% | -0.9% | +0.8% | -7.8% |
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 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