+354.2%
SAN vs EVRG
+72.7%
+281.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.6% |
| 7D | +3.3% | +0.9% | +2.5% | +3.1% |
| 30D | +1.1% | -0.5% | +1.6% | +1.2% |
| 3M | +22.2% | +1.5% | +20.7% | +21.5% |
| 6M | +36.0% | +1.2% | +34.9% | +35.3% |
| YTD | +28.2% | +16.3% | +11.9% | +22.2% |
| 1Y | +54.1% | +20.3% | +33.9% | +44.8% |
| 3Y | +354.2% | +72.3% | +281.9% | +274.3% |
| All | +354.2% | +72.7% | +281.5% | +274.3% |
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