+162.0%
SO vs EVRG
+111.7%
+50.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.2% |
| 7D | 0.0% | +0.6% | -0.5% | -0.4% |
| 30D | -2.5% | -0.2% | -2.3% | -2.3% |
| 3M | -4.2% | -0.5% | -3.7% | -3.9% |
| 6M | -7.7% | +0.2% | -7.8% | -7.8% |
| YTD | +3.8% | +14.9% | -11.1% | -6.5% |
| 1Y | +0.1% | +18.2% | -18.2% | -11.9% |
| 3Y | +44.2% | +70.2% | -26.0% | -3.8% |
| 5Y | +57.9% | +45.3% | +12.5% | +17.8% |
| 10Y | +162.0% | +112.4% | +49.6% | +43.3% |
| All | +162.0% | +111.7% | +50.3% | +43.3% |
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 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