+115.1%
EVRG vs SM
+15.3%
+99.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.8% | +0.7% |
| 7D | +0.9% | -0.2% | +1.0% | +0.9% |
| 30D | -0.5% | +31.5% | -32.1% | -1.4% |
| 3M | +1.5% | +17.3% | -15.8% | +0.9% |
| 6M | +1.2% | +48.5% | -47.4% | -0.4% |
| YTD | +16.3% | +106.3% | -89.9% | +13.3% |
| 1Y | +20.3% | +47.3% | -27.0% | +18.3% |
| 3Y | +72.3% | -1.4% | +73.7% | +70.5% |
| 5Y | +46.7% | +114.0% | -67.4% | +40.1% |
| All | +115.1% | +15.3% | +99.8% | +81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling