+2,101.2%
SAN vs EVRG
+2,068.9%
+32.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +1.8% | +1.1% | +0.7% | +1.2% |
| 30D | +2.0% | -1.0% | +3.0% | +2.4% |
| 3M | +19.7% | +0.4% | +19.3% | +19.1% |
| 6M | +30.6% | -0.8% | +31.5% | +30.5% |
| YTD | +28.8% | +15.3% | +13.5% | +19.4% |
| 1Y | +57.8% | +17.9% | +39.9% | +44.3% |
| 3Y | +338.1% | +71.9% | +266.2% | +230.7% |
| 5Y | +384.2% | +45.3% | +339.0% | +290.3% |
| 10Y | +353.2% | +113.1% | +240.1% | +188.9% |
| All | +2,101.2% | +2,068.9% | +32.3% | +462.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling