+15.8%
EVRG vs SM
+70.4%
-54.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.3% | +16.2% | +0.5% |
| 7D | +2.3% | -21.5% | +23.8% | +1.7% |
| 30D | +9.0% | -11.4% | +20.4% | +8.7% |
| 3M | +3.7% | +0.6% | +3.1% | +3.9% |
| 6M | +6.8% | +0.2% | +6.5% | +6.9% |
| YTD | +21.9% | +69.7% | -47.7% | +22.1% |
| 1Y | +15.8% | +71.6% | -55.8% | +16.1% |
| All | +15.8% | +70.4% | -54.6% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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