+16.8%
EVRG vs SFM
-46.0%
+62.9%
-7.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | +0.1% | -10.6% | +10.7% | +0.4% |
| 30D | -1.2% | -15.5% | +14.2% | -0.7% |
| 3M | -0.6% | -17.4% | +16.8% | 0.0% |
| 6M | +2.4% | -3.4% | +5.9% | +2.6% |
| YTD | +15.5% | -8.7% | +24.1% | +15.3% |
| 1Y | +16.8% | -47.2% | +64.0% | +18.4% |
| All | +16.8% | -46.0% | +62.9% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling