+39.2%
SN vs GWRE
-44.7%
+83.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -7.3% | -13.2% | +6.0% | -6.5% |
| 30D | -13.6% | -18.6% | +5.0% | -12.6% |
| 3M | +18.6% | +18.9% | -0.3% | +18.8% |
| 6M | +46.0% | -11.0% | +56.9% | +46.5% |
| YTD | +43.7% | -29.9% | +73.6% | +47.5% |
| 1Y | +39.2% | -44.3% | +83.5% | +48.6% |
| All | +39.2% | -44.7% | +83.8% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling