+1,770.3%
SMCI vs GWRE
+131.0%
+1,639.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.1% |
| 7D | +1.3% | -13.2% | +14.5% | +6.3% |
| 30D | +6.6% | -18.6% | +25.2% | +12.1% |
| 3M | +25.4% | +18.9% | +6.5% | +9.0% |
| 6M | +26.1% | -11.0% | +37.1% | +22.8% |
| YTD | +37.0% | -29.9% | +66.9% | +46.4% |
| 1Y | -8.8% | -44.3% | +35.6% | +8.4% |
| 3Y | +44.6% | +51.7% | -7.1% | +1.9% |
| 5Y | +995.9% | +15.4% | +980.5% | +727.7% |
| All | +1,770.3% | +131.0% | +1,639.4% | +1,008.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling