+1,269.2%
SMH vs EVRG
+1,564.3%
-295.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.8% |
| 7D | +5.2% | +0.9% | +4.3% | +4.8% |
| 30D | -1.5% | -0.5% | -1.0% | -1.4% |
| 3M | -4.1% | +1.5% | -5.6% | -5.0% |
| 6M | +50.8% | +1.2% | +49.6% | +49.0% |
| YTD | +59.3% | +16.3% | +43.0% | +48.3% |
| 1Y | +94.1% | +20.3% | +73.8% | +77.8% |
| 3Y | +286.7% | +72.3% | +214.4% | +197.5% |
| 5Y | +339.4% | +46.7% | +292.7% | +258.1% |
| 10Y | +1,803.3% | +113.8% | +1,689.5% | +1,138.0% |
| All | +1,269.2% | +1,564.3% | -295.0% | +259.6% |
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