+589.4%
SE vs EVRG
+114.6%
+474.8%
-90.5%
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% | -0.8% |
| 7D | -6.1% | +1.1% | -7.2% | -6.4% |
| 30D | -2.5% | -1.0% | -1.4% | -2.2% |
| 3M | +21.7% | +0.4% | +21.3% | +21.1% |
| 6M | +27.0% | -0.8% | +27.8% | +26.7% |
| YTD | -12.1% | +15.3% | -27.5% | -16.7% |
| 1Y | -40.9% | +17.9% | -58.8% | -44.4% |
| 3Y | +191.0% | +71.9% | +119.1% | +138.7% |
| 5Y | -68.3% | +45.3% | -113.5% | -72.5% |
| All | +589.4% | +114.6% | +474.8% | +423.9% |
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