+179.0%
SAP vs EVRG
+111.7%
+67.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -0.3% | +0.6% | -0.8% | -0.4% |
| 30D | +0.3% | -0.2% | +0.5% | +0.3% |
| 3M | +16.9% | -0.5% | +17.3% | +16.9% |
| 6M | +6.3% | +0.2% | +6.2% | +5.9% |
| YTD | -12.4% | +14.9% | -27.3% | -16.6% |
| 1Y | -21.6% | +18.2% | -39.8% | -26.2% |
| 3Y | +54.8% | +70.2% | -15.4% | +28.5% |
| 5Y | +56.2% | +45.3% | +10.8% | +35.7% |
| 10Y | +179.0% | +112.4% | +66.6% | +119.2% |
| All | +179.0% | +111.7% | +67.3% | +119.2% |
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