+82.0%
SIMO vs EVRG
+20.4%
+61.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.4% |
| 7D | -16.0% | +3.5% | -19.5% | -14.0% |
| 30D | -35.8% | +9.2% | -45.0% | -32.4% |
| 3M | -26.5% | +8.6% | -35.1% | -22.8% |
| 6M | -33.0% | +10.0% | -43.0% | -29.2% |
| YTD | +84.3% | +25.1% | +59.2% | +95.1% |
| 1Y | +82.0% | +19.5% | +62.4% | +97.0% |
| All | +82.0% | +20.4% | +61.6% | +97.0% |
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