-76.8%
SNAP vs GWRE
+154.0%
-230.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.6% |
| 7D | +3.8% | -13.2% | +17.1% | +12.0% |
| 30D | +9.2% | -18.6% | +27.8% | +19.0% |
| 3M | +6.6% | +18.9% | -12.3% | -8.3% |
| 6M | +16.9% | -11.0% | +27.8% | +15.0% |
| YTD | -29.6% | -29.9% | +0.3% | -20.4% |
| 1Y | -22.1% | -44.3% | +22.3% | +1.1% |
| 3Y | -39.8% | +51.7% | -91.5% | -64.3% |
| 5Y | -92.4% | +15.4% | -107.8% | -94.7% |
| All | -76.8% | +154.0% | -230.8% | -91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling