+25.9%
SWKS vs EXR
+148.5%
-122.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.8% | +4.0% |
| 7D | +12.5% | -2.6% | +15.1% | +13.6% |
| 30D | +10.5% | -7.2% | +17.7% | +13.6% |
| 3M | -7.4% | -3.5% | -3.9% | -6.5% |
| 6M | +32.7% | -5.3% | +38.0% | +34.5% |
| YTD | +19.2% | +9.4% | +9.8% | +14.0% |
| 1Y | +2.4% | +1.3% | +1.1% | +0.6% |
| 3Y | -25.6% | +22.4% | -48.0% | -32.5% |
| 5Y | -53.4% | -12.2% | -41.2% | -53.3% |
| All | +25.9% | +148.5% | -122.6% | -5.8% |
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 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