+1,287.3%
EVRG vs SM
+1,608.3%
-321.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -1.0% | +26.3% | -27.3% | -2.5% |
| 3M | +0.4% | +8.7% | -8.3% | -0.4% |
| 6M | -0.8% | +51.7% | -52.5% | -3.9% |
| YTD | +15.3% | +99.0% | -83.7% | +9.7% |
| 1Y | +17.9% | +34.6% | -16.7% | +14.6% |
| 3Y | +71.9% | -7.8% | +79.7% | +68.9% |
| 5Y | +45.3% | +104.8% | -59.5% | +32.4% |
| 10Y | +113.1% | +7.2% | +105.8% | +72.7% |
| All | +1,287.3% | +1,608.3% | -321.0% | +722.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling