+4,437.5%
SITM vs EVRG
+65.0%
+4,372.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | +3.7% | +0.6% | +3.1% | +3.5% |
| 30D | -14.5% | -0.2% | -14.3% | -14.5% |
| 3M | -10.6% | -0.5% | -10.1% | -10.8% |
| 6M | +65.5% | +0.2% | +65.4% | +64.7% |
| YTD | +67.0% | +14.9% | +52.1% | +58.6% |
| 1Y | +138.6% | +18.2% | +120.4% | +123.4% |
| 3Y | +421.8% | +70.2% | +351.7% | +316.7% |
| 5Y | +172.4% | +45.3% | +127.1% | +130.0% |
| All | +4,437.5% | +65.0% | +4,372.5% | +3,927.3% |
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