+755.0%
SW vs EXR
+1,614.1%
-859.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | -5.1% | -2.6% | -2.5% | -4.8% |
| 30D | -4.6% | -7.2% | +2.6% | -3.8% |
| 3M | +9.4% | -3.5% | +12.9% | +9.8% |
| 6M | +3.5% | -5.3% | +8.8% | +4.1% |
| YTD | +22.0% | +9.4% | +12.7% | +21.1% |
| 1Y | +2.2% | +1.3% | +0.9% | +2.2% |
| 3Y | +19.6% | +22.4% | -2.8% | +18.0% |
| 5Y | -2.3% | -12.2% | +9.9% | -2.4% |
| 10Y | +181.4% | +148.6% | +32.8% | +167.9% |
| All | +755.0% | +1,614.1% | -859.1% | +722.1% |
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 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