+216.6%
SFM vs GWRE
+15.1%
+201.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -10.6% | -13.2% | +2.6% | -9.1% |
| 30D | -15.5% | -18.6% | +3.1% | -14.0% |
| 3M | -17.4% | +18.9% | -36.3% | -20.7% |
| 6M | -3.4% | -11.0% | +7.5% | -4.3% |
| YTD | -8.7% | -29.9% | +21.2% | -6.1% |
| 1Y | -47.2% | -44.3% | -2.8% | -43.4% |
| 3Y | +82.7% | +51.7% | +31.0% | +62.4% |
| All | +216.6% | +15.1% | +201.6% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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