+51.5%
SGI vs EVRG
+44.9%
+6.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | +5.5% | -0.2% | +5.8% | +5.5% |
| 3M | -3.6% | -0.5% | -3.1% | -3.5% |
| 6M | -15.0% | +0.2% | -15.2% | -15.3% |
| YTD | -23.0% | +14.9% | -37.9% | -27.6% |
| 1Y | -18.4% | +18.2% | -36.6% | -24.4% |
| 3Y | +57.8% | +70.2% | -12.4% | +24.3% |
| 5Y | +51.5% | +45.3% | +6.1% | +24.8% |
| All | +51.5% | +44.9% | +6.5% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling