+49.5%
SWK vs EXR
+69.9%
-20.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | +11.0% | +5.2% | +5.8% | +7.7% |
| 30D | +30.1% | +20.9% | +9.2% | +15.5% |
| 3M | +14.7% | +7.7% | +7.0% | +9.4% |
| 6M | +44.5% | +13.2% | +31.3% | +33.0% |
| YTD | +59.4% | +26.5% | +32.9% | +36.6% |
| 1Y | +77.5% | +27.2% | +50.3% | +51.5% |
| 3Y | +49.5% | +71.5% | -22.1% | +14.8% |
| All | +49.5% | +69.9% | -20.4% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling