+568.6%
SE vs EVRG
+113.8%
+454.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.8% | -3.7% |
| 7D | -3.6% | +0.6% | -4.2% | -3.8% |
| 30D | -5.3% | -0.2% | -5.1% | -5.3% |
| 3M | +28.1% | -0.5% | +28.5% | +27.9% |
| 6M | +20.7% | +0.2% | +20.5% | +20.0% |
| YTD | -14.8% | +14.9% | -29.7% | -19.1% |
| 1Y | -43.6% | +18.2% | -61.8% | -47.0% |
| 3Y | +184.2% | +70.2% | +114.0% | +133.9% |
| 5Y | -66.3% | +45.3% | -111.6% | -70.8% |
| All | +568.6% | +113.8% | +454.8% | +408.8% |
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