+235.3%
SLV vs EVRG
+111.7%
+123.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.5% |
| 7D | +2.8% | +0.6% | +2.2% | +2.7% |
| 30D | +2.2% | -0.2% | +2.4% | +2.2% |
| 3M | +2.9% | -0.5% | +3.3% | +2.8% |
| 6M | -22.4% | +0.2% | -22.6% | -22.6% |
| YTD | -5.7% | +14.9% | -20.6% | -8.0% |
| 1Y | +63.3% | +18.2% | +45.1% | +58.6% |
| 3Y | +189.0% | +70.2% | +118.8% | +164.1% |
| 5Y | +172.7% | +45.3% | +127.3% | +153.9% |
| 10Y | +235.3% | +112.4% | +122.9% | +196.2% |
| All | +235.3% | +111.7% | +123.6% | +196.2% |
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 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