+29.6%
SNOW vs EVRG
+97.3%
-67.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -1.0% | -1.2% | +0.2% | -1.0% |
| 3M | +36.9% | -0.6% | +37.5% | +36.8% |
| 6M | +83.4% | +2.4% | +80.9% | +83.1% |
| YTD | +50.0% | +15.5% | +34.5% | +49.1% |
| 1Y | +46.5% | +16.8% | +29.7% | +45.5% |
| 3Y | +93.3% | +75.0% | +18.3% | +89.2% |
| 5Y | +3.3% | +49.3% | -46.1% | +1.1% |
| All | +29.6% | +97.3% | -67.8% | +37.0% |
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 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