+597.9%
EVRG vs SSNC
+1,037.0%
-439.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +1.7% |
| 7D | +0.9% | -1.8% | +2.7% | +1.3% |
| 30D | -0.5% | +1.9% | -2.5% | -1.0% |
| 3M | +1.5% | +18.4% | -16.9% | -2.6% |
| 6M | +1.2% | +7.0% | -5.8% | -0.9% |
| YTD | +16.3% | -6.9% | +23.3% | +17.3% |
| 1Y | +20.3% | -8.2% | +28.4% | +21.4% |
| 3Y | +72.3% | +50.5% | +21.8% | +53.7% |
| 5Y | +46.7% | +17.4% | +29.3% | +36.8% |
| 10Y | +113.8% | +164.9% | -51.1% | +63.9% |
| All | +597.9% | +1,037.0% | -439.1% | +280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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