-22.8%
SNAP vs GWRE
-25.4%
+2.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -19.9% | +15.9% | +1.6% |
| 7D | +0.7% | -21.1% | +21.8% | +7.0% |
| 30D | +2.6% | +1.3% | +1.3% | +0.8% |
| 3M | -9.9% | +7.4% | -17.3% | -13.4% |
| 6M | +1.9% | +5.6% | -3.7% | -3.5% |
| YTD | -32.2% | -19.2% | -13.0% | -33.5% |
| 1Y | -22.8% | -25.1% | +2.3% | -23.5% |
| All | -22.8% | -25.4% | +2.6% | -23.5% |
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