+74.1%
SAP vs EVRG
+68.4%
+5.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +1.6% | +1.7% | 0.0% | +1.3% |
| 30D | +10.5% | +8.7% | +1.9% | +8.5% |
| 3M | +15.2% | +6.4% | +8.8% | +13.5% |
| 6M | +36.7% | +9.4% | +27.3% | +33.6% |
| YTD | -0.6% | +24.5% | -25.0% | -6.4% |
| 1Y | -4.1% | +20.5% | -24.6% | -9.0% |
| 3Y | +73.2% | +101.6% | -28.3% | +39.7% |
| 5Y | +74.1% | +67.5% | +6.7% | +49.2% |
| All | +74.1% | +68.4% | +5.7% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling