+229.3%
SAP vs EVRG
+124.9%
+104.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.5% | +2.5% | -4.9% | -3.2% |
| 30D | +7.5% | +8.4% | -0.9% | +4.9% |
| 3M | +11.6% | +8.6% | +3.1% | +8.8% |
| 6M | +37.6% | +7.7% | +30.0% | +34.3% |
| YTD | -2.0% | +25.0% | -26.9% | -9.0% |
| 1Y | -6.4% | +18.7% | -25.1% | -11.7% |
| 3Y | +67.7% | +102.1% | -34.4% | +31.9% |
| 5Y | +75.7% | +66.8% | +8.9% | +46.3% |
| 10Y | +229.3% | +123.5% | +105.8% | +154.5% |
| All | +229.3% | +124.9% | +104.5% | +154.5% |
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