+236.5%
SLV vs EVRG
+877.9%
-641.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -4.0% | -3.5% |
| 7D | +3.7% | +3.5% | +0.2% | +3.0% |
| 30D | -15.2% | +9.2% | -24.4% | -16.6% |
| 3M | -21.8% | +8.6% | -30.4% | -23.0% |
| 6M | -36.3% | +10.0% | -46.3% | -37.6% |
| YTD | -27.8% | +25.1% | -52.9% | -31.0% |
| 1Y | +1.5% | +19.5% | -18.0% | -2.1% |
| 3Y | +128.5% | +102.3% | +26.2% | +99.2% |
| 5Y | +103.2% | +66.8% | +36.4% | +82.8% |
| 10Y | +164.7% | +125.0% | +39.7% | +119.2% |
| All | +236.5% | +877.9% | -641.4% | +109.6% |
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