+1,326.1%
SWKS vs EXR
+3,132.0%
-1,806.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.1% | -6.0% | -4.3% |
| 7D | -4.9% | +11.3% | -16.2% | -9.4% |
| 30D | -1.2% | +21.2% | -22.3% | -9.4% |
| 3M | +24.2% | +8.7% | +15.4% | +19.3% |
| 6M | +21.5% | +18.2% | +3.3% | +11.8% |
| YTD | +33.5% | +27.9% | +5.5% | +18.2% |
| 1Y | +18.9% | +28.3% | -9.4% | +5.1% |
| 3Y | +0.4% | +71.7% | -71.3% | -23.4% |
| 5Y | -44.3% | -0.6% | -43.6% | -47.1% |
| 10Y | +37.1% | +229.0% | -191.8% | -28.5% |
| All | +1,326.1% | +3,132.0% | -1,806.0% | +153.1% |
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