+50.8%
SWKS vs EXR
+216.3%
-165.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +9.4% | -0.4% | +9.9% | +9.6% |
| 30D | +17.0% | +18.2% | -1.2% | +9.6% |
| 3M | +28.9% | +7.3% | +21.6% | +25.2% |
| 6M | +33.1% | +13.8% | +19.3% | +25.9% |
| YTD | +44.8% | +25.9% | +18.9% | +30.9% |
| 1Y | +36.2% | +25.8% | +10.4% | +23.2% |
| 3Y | +11.5% | +53.7% | -42.2% | -7.2% |
| 5Y | -37.1% | -1.8% | -35.3% | -39.7% |
| All | +50.8% | +216.3% | -165.5% | +5.2% |
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