+44.4%
SITM vs GWRE
-24.5%
+68.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +5.9% | -15.3% | -7.7% |
| 7D | -19.5% | +2.2% | -21.8% | -18.8% |
| 30D | -43.2% | +4.5% | -47.7% | -42.2% |
| 3M | -30.8% | +6.4% | -37.3% | -28.2% |
| 6M | -28.6% | +18.8% | -47.4% | -22.7% |
| YTD | +14.2% | -15.1% | +29.3% | +23.7% |
| 1Y | +44.4% | -23.4% | +67.8% | +59.4% |
| All | +44.4% | -24.5% | +68.9% | +59.4% |
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