+32.1%
SWKS vs EXR
+221.5%
-189.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -6.2% | +5.2% | -11.4% | -8.1% |
| 30D | -1.5% | +20.9% | -22.4% | -8.5% |
| 3M | +23.0% | +7.7% | +15.3% | +19.3% |
| 6M | +27.6% | +13.2% | +14.4% | +20.9% |
| YTD | +32.3% | +26.5% | +5.8% | +19.4% |
| 1Y | +20.1% | +27.2% | -7.1% | +8.1% |
| 3Y | +0.6% | +71.5% | -70.9% | -19.7% |
| 5Y | -42.3% | +0.4% | -42.7% | -45.1% |
| All | +32.1% | +221.5% | -189.4% | -9.0% |
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 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