+98.1%
SUI vs GWRE
+131.0%
-32.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -4.2% | -13.2% | +9.1% | -1.7% |
| 30D | -3.3% | -18.6% | +15.3% | -0.5% |
| 3M | -8.2% | +18.9% | -27.1% | -12.4% |
| 6M | -14.5% | -11.0% | -3.5% | -15.0% |
| YTD | -5.9% | -29.9% | +24.0% | -2.1% |
| 1Y | -9.7% | -44.3% | +34.6% | -1.4% |
| 3Y | +7.7% | +51.7% | -44.0% | -11.3% |
| 5Y | -31.9% | +15.4% | -47.3% | -42.0% |
| All | +98.1% | +131.0% | -32.9% | +49.6% |
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 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