+82.3%
SFM vs GWRE
+221.5%
-139.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.0% | +1.0% | -3.2% |
| 7D | -7.2% | -26.2% | +19.0% | -3.4% |
| 30D | -14.3% | -17.8% | +3.4% | -12.5% |
| 3M | -13.7% | +14.2% | -28.0% | -16.9% |
| 6M | -6.0% | -12.9% | +6.9% | -6.4% |
| YTD | -8.2% | -29.2% | +21.0% | -5.6% |
| 1Y | -46.2% | -44.4% | -1.8% | -42.3% |
| 3Y | +83.6% | +51.1% | +32.5% | +61.7% |
| 5Y | +212.7% | +16.5% | +196.2% | +182.1% |
| 10Y | +273.0% | +131.6% | +141.4% | +169.4% |
| All | +82.3% | +221.5% | -139.2% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling