-3.6%
SMR vs EVRG
+58.5%
-62.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +4.4% | +1.1% | +3.3% | +3.9% |
| 30D | +3.4% | -1.0% | +4.4% | +3.8% |
| 3M | -19.2% | +0.4% | -19.6% | -20.2% |
| 6M | -22.6% | -0.8% | -21.8% | -23.3% |
| YTD | -31.5% | +15.3% | -46.9% | -38.3% |
| 1Y | -73.1% | +17.9% | -91.0% | -76.1% |
| 3Y | +55.0% | +71.9% | -17.0% | +1.9% |
| All | -3.6% | +58.5% | -62.1% | -31.3% |
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