+74.1%
EVRG vs SFM
+83.0%
-8.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -1.0% |
| 7D | +0.6% | -7.2% | +7.7% | +1.0% |
| 30D | -0.2% | -14.3% | +14.1% | +0.6% |
| 3M | -0.5% | -13.7% | +13.3% | +0.3% |
| 6M | +0.2% | -6.0% | +6.2% | +0.3% |
| YTD | +14.9% | -8.2% | +23.1% | +15.0% |
| 1Y | +18.2% | -46.2% | +64.5% | +22.4% |
| All | +74.1% | +83.0% | -8.8% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling