+440.1%
SIMO vs GWRE
+49.2%
+390.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.5% |
| 7D | +12.5% | -30.9% | +43.5% | +11.5% |
| 30D | +18.4% | -20.7% | +39.1% | +17.2% |
| 3M | +5.6% | +20.2% | -14.6% | -0.1% |
| 6M | +116.9% | -11.9% | +128.8% | +114.9% |
| YTD | +188.4% | -30.3% | +218.7% | +204.2% |
| 1Y | +221.3% | -44.6% | +265.9% | +261.1% |
| All | +440.1% | +49.2% | +390.9% | +358.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling