+303.6%
SIMO vs EVRG
+49.3%
+254.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +6.1% |
| 7D | +14.6% | +0.9% | +13.7% | +14.5% |
| 30D | +6.2% | -0.5% | +6.8% | +6.2% |
| 3M | +3.6% | +1.5% | +2.0% | +3.3% |
| 6M | +130.8% | +1.2% | +129.6% | +130.1% |
| YTD | +195.8% | +16.3% | +179.4% | +189.1% |
| 1Y | +225.0% | +20.3% | +204.7% | +216.2% |
| 3Y | +452.3% | +72.3% | +380.0% | +407.0% |
| 5Y | +303.6% | +46.7% | +256.9% | +265.5% |
| All | +303.6% | +49.3% | +254.3% | +265.5% |
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