+220.0%
SIMO vs EVRG
+17.4%
+202.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.5% | +9.2% | +8.5% |
| 7D | +4.2% | +1.1% | +3.1% | +4.6% |
| 30D | +4.1% | -1.0% | +5.1% | +3.6% |
| 3M | -12.9% | +0.4% | -13.3% | -12.8% |
| 6M | +110.3% | -0.8% | +111.2% | +111.8% |
| YTD | +178.6% | +15.3% | +163.2% | +181.3% |
| 1Y | +220.0% | +17.9% | +202.1% | +245.4% |
| All | +220.0% | +17.4% | +202.5% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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