+265.3%
SAN vs EVRG
+123.3%
+142.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +1.0% | +1.0% | 0.0% | +0.6% |
| 30D | -9.4% | +7.5% | -16.8% | -11.9% |
| 3M | -17.1% | +6.8% | -24.0% | -19.3% |
| 6M | +2.2% | +7.7% | -5.6% | -1.0% |
| YTD | +6.0% | +24.9% | -18.9% | -3.7% |
| 1Y | +12.7% | +18.1% | -5.4% | +4.7% |
| 3Y | +242.1% | +101.9% | +140.2% | +152.5% |
| 5Y | +293.6% | +67.0% | +226.6% | +210.5% |
| All | +265.3% | +123.3% | +142.0% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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