+173.0%
SIMO vs EVRG
+68.4%
+104.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.7% |
| 7D | -8.2% | +1.7% | -9.8% | -8.2% |
| 30D | -34.6% | +8.7% | -43.3% | -34.9% |
| 3M | -32.6% | +6.4% | -39.0% | -32.9% |
| 6M | -31.8% | +9.4% | -41.2% | -32.3% |
| YTD | +87.6% | +24.5% | +63.2% | +82.6% |
| 1Y | +86.7% | +20.5% | +66.2% | +82.6% |
| 3Y | +227.4% | +101.6% | +125.9% | +192.7% |
| 5Y | +173.0% | +67.5% | +105.5% | +146.8% |
| All | +173.0% | +68.4% | +104.5% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling