+28.7%
SPMO vs GWRE
-25.4%
+54.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -19.9% | +21.5% | +0.3% |
| 7D | +2.0% | -21.1% | +23.1% | +0.6% |
| 30D | -0.4% | +1.3% | -1.7% | -0.1% |
| 3M | -1.9% | +7.4% | -9.3% | +0.1% |
| 6M | +25.0% | +5.6% | +19.4% | +28.2% |
| YTD | +26.0% | -19.2% | +45.2% | +30.1% |
| 1Y | +28.7% | -25.1% | +53.8% | +33.4% |
| All | +28.7% | -25.4% | +54.1% | +33.4% |
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