+220.0%
SIMO vs GWRE
-25.4%
+245.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -19.9% | +28.6% | +3.9% |
| 7D | +4.2% | -21.1% | +25.3% | -0.6% |
| 30D | +4.1% | +1.3% | +2.8% | +5.0% |
| 3M | -12.9% | +7.4% | -20.3% | -8.2% |
| 6M | +110.3% | +5.6% | +104.7% | +120.2% |
| YTD | +178.6% | -19.2% | +197.8% | +209.7% |
| 1Y | +220.0% | -25.1% | +245.1% | +262.3% |
| All | +220.0% | -25.4% | +245.4% | +262.3% |
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 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