-14.0%
SNPS vs GWRE
+50.1%
-64.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +0.9% | -13.2% | +14.1% | +4.6% |
| 30D | -3.6% | -18.6% | +15.0% | +1.1% |
| 3M | -12.9% | +18.9% | -31.8% | -18.9% |
| 6M | -8.2% | -11.0% | +2.7% | -7.8% |
| YTD | -15.4% | -29.9% | +14.5% | -9.1% |
| 1Y | -9.3% | -44.3% | +35.0% | +4.9% |
| 3Y | -14.0% | +51.7% | -65.6% | -36.7% |
| All | -14.0% | +50.1% | -64.0% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling