+320.1%
EVRG vs SFM
+44.5%
+275.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.4% |
| 7D | +2.5% | -7.1% | +9.5% | +3.0% |
| 30D | +8.4% | -21.4% | +29.8% | +10.0% |
| 3M | +8.6% | -40.1% | +48.7% | +12.5% |
| 6M | +7.7% | -38.0% | +45.7% | +11.0% |
| YTD | +25.0% | -36.5% | +61.5% | +28.2% |
| 1Y | +18.7% | -35.2% | +53.9% | +21.6% |
| 3Y | +102.1% | +23.5% | +78.6% | +92.9% |
| 5Y | +66.8% | +109.7% | -42.9% | +50.8% |
| 10Y | +123.5% | +132.6% | -9.1% | +96.1% |
| All | +320.1% | +44.5% | +275.7% | +271.0% |
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