+333.1%
SLV vs EVRG
+801.6%
-468.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | +6.7% | -1.0% | +7.7% | +6.8% |
| 3M | -10.7% | +0.4% | -11.1% | -10.9% |
| 6M | -20.6% | -0.8% | -19.8% | -20.6% |
| YTD | -7.1% | +15.3% | -22.5% | -9.8% |
| 1Y | +62.0% | +17.9% | +44.1% | +56.7% |
| 3Y | +169.8% | +71.9% | +97.9% | +142.4% |
| 5Y | +161.5% | +45.3% | +116.2% | +141.1% |
| 10Y | +224.4% | +113.1% | +111.3% | +171.3% |
| All | +333.1% | +801.6% | -468.5% | +174.0% |
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