+100.0%
SIMO vs EVRG
+18.7%
+81.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +14.9% | +1.0% | +13.9% | +15.6% |
| 30D | -27.0% | +7.5% | -34.5% | -23.7% |
| 3M | -25.4% | +6.8% | -32.2% | -22.2% |
| 6M | -30.3% | +7.7% | -38.0% | -27.0% |
| YTD | +95.8% | +24.9% | +70.9% | +105.5% |
| 1Y | +100.0% | +18.1% | +81.9% | +117.9% |
| All | +100.0% | +18.7% | +81.3% | +117.9% |
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 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