+322.2%
EVRG vs SFM
+48.8%
+273.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.5% |
| 7D | +1.4% | +6.0% | -4.6% | +1.0% |
| 30D | +7.4% | -19.5% | +26.8% | +8.8% |
| 3M | +7.2% | -37.0% | +44.2% | +10.6% |
| 6M | +9.5% | -41.0% | +50.5% | +13.3% |
| YTD | +25.6% | -34.6% | +60.2% | +28.6% |
| 1Y | +20.4% | -36.3% | +56.6% | +23.4% |
| 3Y | +108.8% | +24.5% | +84.3% | +99.3% |
| 5Y | +68.0% | +115.9% | -47.9% | +51.5% |
| 10Y | +124.6% | +139.5% | -14.9% | +96.6% |
| All | +322.2% | +48.8% | +273.5% | +272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling