+65.1%
EVRG vs SBAC
-39.6%
+104.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.1% |
| 7D | +1.4% | +0.6% | +0.8% | +1.2% |
| 30D | +7.4% | +5.5% | +1.9% | +5.6% |
| 3M | +7.2% | +3.1% | +4.1% | +5.9% |
| 6M | +9.5% | -7.0% | +16.5% | +11.1% |
| YTD | +25.6% | +0.5% | +25.1% | +23.4% |
| 1Y | +20.3% | +0.2% | +20.1% | +18.3% |
| 3Y | +108.8% | -7.4% | +116.2% | +107.6% |
| All | +65.1% | -39.6% | +104.8% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling