+2,193.0%
SIMO vs EVRG
+779.9%
+1,413.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -2.0% |
| 7D | -16.0% | +3.5% | -19.5% | -17.3% |
| 30D | -35.8% | +9.2% | -45.0% | -38.4% |
| 3M | -26.5% | +8.6% | -35.1% | -29.3% |
| 6M | -33.0% | +10.0% | -43.0% | -36.2% |
| YTD | +84.3% | +25.1% | +59.2% | +65.3% |
| 1Y | +82.0% | +19.5% | +62.4% | +66.3% |
| 3Y | +218.5% | +102.3% | +116.2% | +126.7% |
| 5Y | +175.0% | +66.8% | +108.2% | +109.2% |
| 10Y | +407.5% | +125.0% | +282.5% | +197.6% |
| All | +2,193.0% | +779.9% | +1,413.1% | +402.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling