+579.5%
SIMO vs EVRG
+111.7%
+467.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | +14.5% | +0.6% | +14.0% | +14.4% |
| 30D | +20.4% | -0.2% | +20.7% | +20.5% |
| 3M | +7.1% | -0.5% | +7.6% | +7.0% |
| 6M | +129.2% | +0.2% | +129.1% | +128.4% |
| YTD | +201.9% | +14.9% | +187.1% | +192.0% |
| 1Y | +235.5% | +18.2% | +217.3% | +222.4% |
| 3Y | +463.8% | +70.2% | +393.7% | +396.6% |
| 5Y | +306.7% | +45.3% | +261.4% | +268.7% |
| 10Y | +579.5% | +112.4% | +467.0% | +470.9% |
| All | +579.5% | +111.7% | +467.7% | +470.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling