-14.4%
SMR vs EVRG
+58.7%
-73.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.3% | -16.0% | -15.8% |
| 7D | -11.2% | +0.1% | -11.3% | -11.2% |
| 30D | -10.2% | -1.2% | -9.0% | -9.8% |
| 3M | -10.0% | -0.6% | -9.4% | -10.4% |
| 6M | -30.5% | +2.4% | -32.9% | -32.2% |
| YTD | -39.2% | +15.5% | -54.7% | -45.3% |
| 1Y | -75.5% | +16.8% | -92.4% | -78.1% |
| 3Y | +45.4% | +75.0% | -29.6% | -4.9% |
| All | -14.4% | +58.7% | -73.1% | -39.0% |
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 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