+306.7%
SWK vs EXR
+2,662.2%
-2,355.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.5% |
| 7D | -0.4% | -2.6% | +2.1% | +0.8% |
| 30D | -5.7% | -7.2% | +1.5% | -2.4% |
| 3M | +24.1% | -3.5% | +27.6% | +25.9% |
| 6M | +24.7% | -5.3% | +30.0% | +27.7% |
| YTD | +33.9% | +9.4% | +24.6% | +28.3% |
| 1Y | +34.7% | +1.3% | +33.4% | +33.7% |
| 3Y | +15.3% | +22.4% | -7.1% | +4.1% |
| 5Y | -39.3% | -12.2% | -27.1% | -37.9% |
| 10Y | +2.5% | +148.6% | -146.1% | -37.7% |
| All | +306.7% | +2,662.2% | -2,355.5% | -24.3% |
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