+180.6%
SLV vs EVRG
+73.8%
+106.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.0% |
| 7D | +2.5% | +0.9% | +1.6% | +2.3% |
| 30D | +3.3% | -0.5% | +3.8% | +3.3% |
| 3M | -3.6% | +1.5% | -5.1% | -4.3% |
| 6M | -21.8% | +1.2% | -23.0% | -22.4% |
| YTD | -7.8% | +16.3% | -24.2% | -12.2% |
| 1Y | +58.3% | +20.3% | +38.0% | +49.3% |
| All | +180.6% | +73.8% | +106.8% | +130.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling