+1.5%
SMR vs EVRG
+58.2%
-56.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.7% | -5.6% |
| 7D | +4.7% | -0.7% | +5.4% | +5.1% |
| 30D | +3.2% | 0.0% | +3.2% | +3.1% |
| 3M | +9.9% | -1.0% | +10.9% | +9.6% |
| 6M | -15.1% | +1.0% | -16.1% | -16.6% |
| YTD | -27.9% | +15.1% | -43.0% | -35.0% |
| 1Y | -70.2% | +17.6% | -87.8% | -73.5% |
| 3Y | +72.5% | +70.5% | +2.0% | +13.8% |
| All | +1.5% | +58.2% | -56.7% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling