-2.7%
SMCI vs GWRE
-25.4%
+22.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -19.9% | +24.5% | +4.4% |
| 7D | +6.8% | -21.1% | +27.9% | +6.6% |
| 30D | +30.6% | +1.3% | +29.3% | +29.6% |
| 3M | -15.6% | +7.4% | -23.0% | -14.9% |
| 6M | +21.3% | +5.6% | +15.6% | +22.0% |
| YTD | +35.3% | -19.2% | +54.5% | +35.2% |
| 1Y | -2.7% | -25.1% | +22.4% | 0.0% |
| All | -2.7% | -25.4% | +22.7% | 0.0% |
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