+1,401.8%
EVRG vs SM
+1,436.3%
-34.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.2% | -0.4% |
| 7D | +1.0% | +10.6% | -9.6% | +0.3% |
| 30D | +7.5% | -15.0% | +22.4% | +8.4% |
| 3M | +6.8% | +1.7% | +5.2% | +6.4% |
| 6M | +7.7% | +5.9% | +1.9% | +6.7% |
| YTD | +24.9% | +79.0% | -54.1% | +19.2% |
| 1Y | +18.1% | +84.7% | -66.6% | +12.5% |
| 3Y | +101.9% | -3.5% | +105.4% | +97.3% |
| 5Y | +67.0% | +4.9% | +62.0% | +59.1% |
| 10Y | +123.3% | +17.7% | +105.6% | +79.1% |
| All | +1,401.8% | +1,436.3% | -34.5% | +793.7% |
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