+1,243.0%
SNPS vs GWRE
+793.8%
+449.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.8% | +7.4% | +2.2% |
| 7D | -5.5% | -25.6% | +20.1% | +3.6% |
| 30D | -5.8% | -12.2% | +6.4% | -2.5% |
| 3M | -17.2% | +17.7% | -34.9% | -24.0% |
| 6M | -10.4% | -11.3% | +1.0% | -10.5% |
| YTD | -16.5% | -25.5% | +9.0% | -11.8% |
| 1Y | -35.6% | -42.8% | +7.2% | -25.2% |
| 3Y | -14.6% | +59.0% | -73.6% | -34.8% |
| 5Y | +16.5% | +21.6% | -5.1% | -4.6% |
| 10Y | +556.6% | +139.2% | +417.4% | +347.2% |
| All | +1,243.0% | +793.8% | +449.2% | +680.6% |
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