+2,439.3%
SAP vs EVRG
+1,196.0%
+1,243.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.9% | +1.0% | -4.9% | -4.2% |
| 30D | +6.5% | +7.5% | -1.0% | +3.7% |
| 3M | +14.7% | +6.8% | +7.8% | +11.8% |
| 6M | +39.9% | +7.7% | +32.2% | +35.7% |
| YTD | -2.0% | +24.9% | -26.8% | -10.3% |
| 1Y | -6.0% | +18.1% | -24.1% | -12.3% |
| 3Y | +67.7% | +101.9% | -34.2% | +26.6% |
| 5Y | +78.8% | +67.0% | +11.8% | +43.5% |
| 10Y | +229.3% | +123.3% | +106.0% | +125.9% |
| All | +2,439.3% | +1,196.0% | +1,243.4% | +800.4% |
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