-43.0%
SWKS vs EXR
-1.5%
-41.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -9.2% | +6.8% | -16.0% | -11.8% |
| 30D | -1.9% | +19.6% | -21.5% | -9.3% |
| 3M | +21.2% | +8.0% | +13.3% | +17.0% |
| 6M | +12.9% | +17.2% | -4.3% | +4.4% |
| YTD | +30.7% | +27.2% | +3.5% | +16.0% |
| 1Y | +14.1% | +26.1% | -11.9% | +1.6% |
| 3Y | -1.7% | +70.7% | -72.4% | -24.4% |
| 5Y | -43.0% | +1.0% | -44.0% | -48.0% |
| All | -43.0% | -1.5% | -41.5% | -48.0% |
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 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