+20.3%
SGOV vs EVRG
+69.0%
-48.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | 0.0% | +0.1% | 0.0% | 0.0% |
| 30D | +0.3% | -1.2% | +1.5% | +0.3% |
| 3M | +0.9% | -0.6% | +1.6% | +0.9% |
| 6M | +1.8% | +2.4% | -0.6% | +1.8% |
| YTD | +2.5% | +15.5% | -12.9% | +2.5% |
| 1Y | +3.8% | +16.8% | -13.0% | +3.8% |
| 3Y | +14.4% | +75.0% | -60.6% | +14.4% |
| 5Y | +20.2% | +49.3% | -29.2% | +20.1% |
| All | +20.3% | +69.0% | -48.7% | +20.2% |
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