+94.8%
SNOW vs EVRG
+71.7%
+23.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.3% |
| 7D | +8.4% | +0.6% | +7.8% | +8.4% |
| 30D | -1.0% | -0.2% | -0.7% | -1.0% |
| 3M | +38.3% | -0.5% | +38.8% | +38.2% |
| 6M | +81.3% | +0.2% | +81.1% | +80.9% |
| YTD | +51.1% | +14.9% | +36.2% | +49.2% |
| 1Y | +47.0% | +18.2% | +28.7% | +44.5% |
| All | +94.8% | +71.7% | +23.1% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling