+124.0%
EVRG vs SPY
+307.0%
-183.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.8% |
| 7D | +1.4% | +2.6% | -1.2% | -0.1% |
| 30D | +7.4% | -2.0% | +9.4% | +8.4% |
| 3M | +7.2% | -2.8% | +10.0% | +8.6% |
| 6M | +9.5% | +2.1% | +7.3% | +7.5% |
| YTD | +25.6% | +11.5% | +14.1% | +16.8% |
| 1Y | +20.3% | +13.5% | +6.9% | +10.7% |
| 3Y | +108.8% | +77.7% | +31.1% | +40.6% |
| 5Y | +67.9% | +72.6% | -4.7% | +13.8% |
| All | +124.0% | +307.0% | -183.0% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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