+287.9%
SIMO vs GWRE
+14.4%
+273.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.4% |
| 7D | +12.5% | -30.9% | +43.5% | +14.6% |
| 30D | +18.4% | -20.7% | +39.1% | +19.0% |
| 3M | +5.6% | +20.2% | -14.6% | -1.5% |
| 6M | +116.9% | -11.9% | +128.8% | +112.9% |
| YTD | +188.4% | -30.3% | +218.7% | +198.9% |
| 1Y | +221.3% | -44.6% | +265.9% | +253.1% |
| 3Y | +438.6% | +48.8% | +389.8% | +353.5% |
| 5Y | +287.9% | +14.8% | +273.1% | +246.8% |
| All | +287.9% | +14.4% | +273.5% | +246.8% |
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