+323.8%
SN vs GWRE
+80.9%
+242.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.8% | +8.8% | +2.1% |
| 7D | +0.1% | -25.6% | +25.7% | +4.1% |
| 30D | -5.6% | -12.2% | +6.6% | -4.3% |
| 3M | +48.1% | +17.7% | +30.4% | +43.2% |
| 6M | +57.6% | -11.3% | +69.0% | +58.9% |
| YTD | +56.5% | -25.5% | +82.0% | +63.8% |
| 1Y | +52.6% | -42.8% | +95.4% | +70.2% |
| 3Y | +412.0% | +59.0% | +353.0% | +323.4% |
| All | +323.8% | +80.9% | +242.9% | +240.7% |
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