+185.2%
SITM vs EVRG
+48.0%
+137.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.5% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | -6.6% | -1.2% | -5.4% | -6.3% |
| 3M | -11.9% | -0.6% | -11.3% | -12.1% |
| 6M | +81.1% | +2.4% | +78.7% | +79.1% |
| YTD | +80.0% | +15.5% | +64.5% | +72.6% |
| 1Y | +145.8% | +16.8% | +129.0% | +133.9% |
| 3Y | +475.9% | +75.0% | +400.9% | +360.8% |
| All | +185.2% | +48.0% | +137.2% | +132.7% |
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