+28.7%
SWK vs EXR
+221.5%
-192.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +11.0% | +5.2% | +5.8% | +8.4% |
| 30D | +30.1% | +20.9% | +9.2% | +18.4% |
| 3M | +14.7% | +7.7% | +7.0% | +10.5% |
| 6M | +44.5% | +13.2% | +31.3% | +35.5% |
| YTD | +59.4% | +26.5% | +32.9% | +41.6% |
| 1Y | +77.5% | +27.2% | +50.3% | +57.3% |
| 3Y | +49.5% | +71.5% | -22.1% | +15.2% |
| 5Y | -24.9% | +0.4% | -25.3% | -28.3% |
| All | +28.7% | +221.5% | -192.8% | -16.4% |
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