+445.6%
SITM vs EVRG
+72.0%
+373.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +4.8% | -0.7% | +5.5% | +4.8% |
| 30D | -9.7% | 0.0% | -9.7% | -9.7% |
| 3M | -9.3% | -1.0% | -8.4% | -9.6% |
| 6M | +69.5% | +1.0% | +68.5% | +68.5% |
| YTD | +70.5% | +15.1% | +55.4% | +70.9% |
| 1Y | +145.3% | +17.6% | +127.7% | +145.1% |
| All | +445.6% | +72.0% | +373.7% | +387.0% |
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 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