+45.3%
EVRG vs SFM
+217.9%
-172.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.9% |
| 7D | +0.6% | -7.2% | +7.7% | +1.2% |
| 30D | -0.2% | -14.3% | +14.1% | +1.1% |
| 3M | -0.5% | -13.7% | +13.3% | +0.7% |
| 6M | +0.2% | -6.0% | +6.2% | +0.2% |
| YTD | +14.9% | -8.2% | +23.1% | +15.0% |
| 1Y | +18.2% | -46.2% | +64.5% | +24.7% |
| 3Y | +70.2% | +83.6% | -13.4% | +50.7% |
| 5Y | +45.3% | +212.7% | -167.4% | +13.6% |
| All | +45.3% | +217.9% | -172.5% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling