+241.3%
SAN vs EVRG
+102.9%
+138.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +1.0% | +1.0% | 0.0% | +0.8% |
| 30D | -9.4% | +7.5% | -16.8% | -10.7% |
| 3M | -17.1% | +6.8% | -24.0% | -18.3% |
| 6M | +2.2% | +7.7% | -5.6% | +0.4% |
| YTD | +6.0% | +24.9% | -18.9% | -0.4% |
| 1Y | +12.7% | +18.1% | -5.4% | +7.7% |
| All | +241.3% | +102.9% | +138.3% | +168.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling