+6,277.0%
SO vs EVRG
+2,247.9%
+4,029.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -0.9% | +1.0% | -1.9% | -1.4% |
| 30D | +4.9% | +7.5% | -2.5% | +1.3% |
| 3M | +0.8% | +6.8% | -6.1% | -2.4% |
| 6M | +0.6% | +7.7% | -7.2% | -3.0% |
| YTD | +8.7% | +24.9% | -16.2% | -2.5% |
| 1Y | +4.0% | +18.1% | -14.2% | -4.1% |
| 3Y | +50.6% | +101.9% | -51.3% | +7.0% |
| 5Y | +77.5% | +67.0% | +10.5% | +38.5% |
| 10Y | +192.0% | +123.3% | +68.6% | +100.4% |
| All | +6,277.0% | +2,247.9% | +4,029.1% | +1,711.2% |
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