+2,233.8%
SAP vs EVRG
+1,097.2%
+1,136.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -2.9% | +1.1% | -4.0% | -3.3% |
| 30D | +9.0% | -1.0% | +10.0% | +9.3% |
| 3M | +14.9% | +0.4% | +14.5% | +14.6% |
| 6M | +11.9% | -0.8% | +12.7% | +11.7% |
| YTD | -9.9% | +15.3% | -25.2% | -15.1% |
| 1Y | -19.5% | +17.9% | -37.4% | -24.9% |
| 3Y | +61.8% | +71.9% | -10.1% | +29.6% |
| 5Y | +56.2% | +45.3% | +10.9% | +32.0% |
| 10Y | +180.6% | +113.1% | +67.6% | +95.8% |
| All | +2,233.8% | +1,097.2% | +1,136.6% | +752.2% |
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 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