-32.4%
SUI vs GWRE
+15.9%
-48.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.0% | +3.6% | -0.6% |
| 7D | -4.3% | -26.2% | +21.9% | -0.5% |
| 30D | -2.1% | -17.8% | +15.6% | -0.1% |
| 3M | -6.1% | +14.2% | -20.3% | -9.2% |
| 6M | -12.8% | -12.9% | +0.1% | -12.7% |
| YTD | -4.6% | -29.2% | +24.6% | -1.1% |
| 1Y | -7.7% | -44.4% | +36.7% | +0.4% |
| 3Y | +10.9% | +51.1% | -40.1% | -9.8% |
| 5Y | -32.4% | +16.5% | -48.9% | -43.4% |
| All | -32.4% | +15.9% | -48.3% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling