+1,173.0%
SWKS vs EXR
+2,662.2%
-1,489.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.8% | +4.1% |
| 7D | +12.5% | -2.6% | +15.1% | +13.8% |
| 30D | +10.5% | -7.2% | +17.7% | +14.1% |
| 3M | -7.4% | -3.5% | -3.9% | -6.3% |
| 6M | +32.7% | -5.3% | +38.0% | +34.8% |
| YTD | +19.2% | +9.4% | +9.8% | +13.3% |
| 1Y | +2.4% | +1.3% | +1.1% | +0.4% |
| 3Y | -25.6% | +22.4% | -48.0% | -34.0% |
| 5Y | -53.4% | -12.2% | -41.2% | -53.3% |
| 10Y | +23.2% | +148.6% | -125.4% | -27.2% |
| All | +1,173.0% | +2,662.2% | -1,489.2% | +142.8% |
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 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