+227.4%
SIMO vs EVRG
+100.3%
+127.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.8% |
| 7D | -8.2% | +1.7% | -9.8% | -7.8% |
| 30D | -34.6% | +8.7% | -43.3% | -33.6% |
| 3M | -32.6% | +6.4% | -39.0% | -31.8% |
| 6M | -31.8% | +9.4% | -41.2% | -30.8% |
| YTD | +87.6% | +24.5% | +63.2% | +90.3% |
| 1Y | +86.7% | +20.5% | +66.2% | +89.6% |
| 3Y | +227.4% | +101.6% | +125.9% | +239.4% |
| All | +227.4% | +100.3% | +127.1% | +239.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling