+110.6%
EVRG vs SBAC
+83.0%
+27.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +1.2% |
| 7D | -0.7% | -5.3% | +4.6% | +1.3% |
| 30D | 0.0% | +0.4% | -0.4% | -0.2% |
| 3M | -1.0% | -11.9% | +10.9% | +3.3% |
| 6M | +1.0% | -4.5% | +5.4% | +0.9% |
| YTD | +15.1% | -4.3% | +19.4% | +14.6% |
| 1Y | +17.6% | -3.9% | +21.5% | +16.7% |
| 3Y | +70.5% | -11.0% | +81.5% | +70.5% |
| 5Y | +48.9% | -44.1% | +92.9% | +77.8% |
| All | +110.6% | +83.0% | +27.6% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling