+172.7%
SLV vs EVRG
+44.9%
+127.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.6% |
| 7D | +2.8% | +0.6% | +2.2% | +2.6% |
| 30D | +2.2% | -0.2% | +2.4% | +2.2% |
| 3M | +2.9% | -0.5% | +3.3% | +2.7% |
| 6M | -22.4% | +0.2% | -22.6% | -22.7% |
| YTD | -5.7% | +14.9% | -20.6% | -10.1% |
| 1Y | +63.3% | +18.2% | +45.1% | +54.3% |
| 3Y | +189.0% | +70.2% | +118.8% | +140.0% |
| 5Y | +172.7% | +45.3% | +127.3% | +131.2% |
| All | +172.7% | +44.9% | +127.7% | +131.2% |
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 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