+566.9%
SPMO vs GWRE
+162.7%
+404.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -0.9% | -13.2% | +12.3% | +1.7% |
| 30D | -1.9% | -18.6% | +16.7% | +1.0% |
| 3M | -1.4% | +18.9% | -20.3% | -7.7% |
| 6M | +25.5% | -11.0% | +36.4% | +23.8% |
| YTD | +24.8% | -29.9% | +54.7% | +30.2% |
| 1Y | +24.5% | -44.3% | +68.8% | +37.8% |
| 3Y | +157.1% | +51.7% | +105.5% | +107.4% |
| 5Y | +149.5% | +15.4% | +134.1% | +114.0% |
| 10Y | +518.1% | +129.4% | +388.6% | +349.1% |
| All | +566.9% | +162.7% | +404.2% | +377.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling