-36.7%
SWK vs EXR
-11.8%
-24.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.5% |
| 7D | -0.4% | -2.6% | +2.1% | +0.9% |
| 30D | -5.7% | -7.2% | +1.5% | -1.9% |
| 3M | +24.1% | -3.5% | +27.6% | +26.1% |
| 6M | +24.7% | -5.3% | +30.0% | +27.9% |
| YTD | +33.9% | +9.4% | +24.6% | +27.5% |
| 1Y | +34.7% | +1.3% | +33.4% | +33.3% |
| 3Y | +15.3% | +22.4% | -7.1% | +4.2% |
| All | -36.7% | -11.8% | -24.8% | -34.7% |
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