+309.7%
SN vs EVRG
+53.8%
+255.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.1% |
| 7D | -3.4% | +0.6% | -4.0% | -3.5% |
| 30D | -9.1% | -0.2% | -8.8% | -9.0% |
| 3M | +31.8% | -0.5% | +32.2% | +31.8% |
| 6M | +52.0% | +0.2% | +51.8% | +51.7% |
| YTD | +51.3% | +14.9% | +36.4% | +46.4% |
| 1Y | +46.9% | +18.2% | +28.6% | +40.1% |
| 3Y | +394.9% | +70.2% | +324.8% | +308.8% |
| All | +309.7% | +53.8% | +255.9% | +333.6% |
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