+743.1%
SW vs EXR
+1,905.6%
-1,162.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +3.8% |
| 7D | +12.1% | +11.3% | +0.8% | +10.8% |
| 30D | +6.6% | +21.2% | -14.6% | +4.4% |
| 3M | -6.0% | +8.7% | -14.7% | -6.8% |
| 6M | +21.5% | +18.2% | +3.3% | +19.4% |
| YTD | +20.3% | +27.9% | -7.6% | +17.5% |
| 1Y | +28.1% | +28.3% | -0.2% | +25.1% |
| 3Y | +51.6% | +71.7% | -20.1% | +45.6% |
| 5Y | -0.1% | -0.6% | +0.5% | -1.6% |
| 10Y | +189.7% | +229.0% | -39.2% | +170.7% |
| All | +743.1% | +1,905.6% | -1,162.6% | +697.6% |
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