+411.0%
SUI vs GWRE
+869.7%
-458.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -19.9% | +19.6% | +2.8% |
| 7D | -2.8% | -21.1% | +18.3% | +0.4% |
| 30D | -1.2% | +1.3% | -2.5% | -2.1% |
| 3M | -1.7% | +7.4% | -9.2% | -4.1% |
| 6M | -10.5% | +5.6% | -16.1% | -13.3% |
| YTD | -1.8% | -19.2% | +17.4% | -0.8% |
| 1Y | -4.1% | -25.1% | +21.1% | -2.3% |
| 3Y | +11.3% | +87.7% | -76.4% | -6.9% |
| 5Y | -32.1% | +32.0% | -64.1% | -40.9% |
| 10Y | +110.4% | +157.8% | -47.3% | +63.9% |
| All | +411.0% | +869.7% | -458.7% | +256.3% |
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 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