+165.5%
SITM vs GWRE
-25.4%
+191.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -19.9% | +26.5% | +2.5% |
| 7D | +9.7% | -21.1% | +30.8% | +5.3% |
| 30D | +12.7% | +1.3% | +11.4% | +13.4% |
| 3M | -13.4% | +7.4% | -20.9% | -9.8% |
| 6M | +59.6% | +5.6% | +54.0% | +64.0% |
| YTD | +73.3% | -19.2% | +92.5% | +85.1% |
| 1Y | +165.5% | -25.1% | +190.7% | +189.2% |
| All | +165.5% | -25.4% | +191.0% | +189.2% |
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