+100.5%
SIMO vs GWRE
-24.5%
+125.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.9% | -15.5% | -7.3% |
| 7D | -16.9% | +2.2% | -19.1% | -15.8% |
| 30D | -35.4% | +4.5% | -39.9% | -33.7% |
| 3M | -31.9% | +6.4% | -38.3% | -27.8% |
| 6M | -19.3% | +18.8% | -38.2% | -9.3% |
| YTD | +98.5% | -15.1% | +113.6% | +144.8% |
| 1Y | +100.5% | -23.4% | +123.9% | +158.2% |
| All | +100.5% | -24.5% | +125.0% | +158.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling