-25.3%
SWK vs EXR
-0.3%
-24.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | +11.0% | +5.2% | +5.8% | +8.2% |
| 30D | +30.1% | +20.9% | +9.2% | +17.5% |
| 3M | +14.7% | +7.7% | +7.0% | +10.2% |
| 6M | +44.5% | +13.2% | +31.3% | +34.7% |
| YTD | +59.4% | +26.5% | +32.9% | +40.0% |
| 1Y | +77.5% | +27.2% | +50.3% | +55.5% |
| 3Y | +49.5% | +71.5% | -22.1% | +14.3% |
| All | -25.3% | -0.3% | -24.9% | -30.0% |
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