+686.9%
SEI vs EVRG
+122.0%
+564.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.0% |
| 7D | +22.6% | +0.1% | +22.5% | +22.6% |
| 30D | +9.1% | -1.2% | +10.3% | +9.7% |
| 3M | -11.3% | -0.6% | -10.7% | -11.5% |
| 6M | +22.0% | +2.4% | +19.6% | +19.7% |
| YTD | +47.3% | +15.5% | +31.8% | +36.9% |
| 1Y | +124.8% | +16.8% | +107.9% | +107.1% |
| 3Y | +591.3% | +75.0% | +516.3% | +423.9% |
| 5Y | +1,008.2% | +49.3% | +958.9% | +795.2% |
| All | +686.9% | +122.0% | +564.9% | +554.4% |
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 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