+293.4%
SN vs GWRE
+69.2%
+224.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.7% |
| 7D | -7.2% | -30.9% | +23.7% | -2.4% |
| 30D | -13.4% | -20.7% | +7.3% | -10.9% |
| 3M | +26.8% | +20.2% | +6.6% | +22.3% |
| 6M | +44.6% | -11.9% | +56.4% | +45.5% |
| YTD | +45.3% | -30.3% | +75.6% | +53.6% |
| 1Y | +40.1% | -44.6% | +84.7% | +56.5% |
| 3Y | +375.3% | +48.8% | +326.5% | +297.0% |
| All | +293.4% | +69.2% | +224.2% | +219.4% |
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 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