-30.8%
SGI vs EVRG
+19.2%
-50.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.1% |
| 7D | -5.3% | +1.4% | -6.7% | -5.7% |
| 30D | -2.1% | +7.4% | -9.5% | -3.7% |
| 3M | -8.2% | +7.2% | -15.4% | -9.8% |
| 6M | -4.6% | +9.5% | -14.0% | -6.3% |
| YTD | -31.5% | +25.6% | -57.0% | -32.0% |
| 1Y | -30.8% | +20.4% | -51.2% | -31.6% |
| All | -30.8% | +19.2% | -50.1% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling