-16.5%
SOUN vs EVRG
+40.7%
-57.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -7.1% | +0.1% | -7.2% | -7.1% |
| 30D | -15.4% | -1.2% | -14.2% | -15.5% |
| 3M | -10.6% | -0.6% | -10.0% | -10.6% |
| 6M | -19.6% | +2.4% | -22.1% | -19.5% |
| YTD | -37.2% | +15.5% | -52.7% | -36.9% |
| 1Y | -57.1% | +16.8% | -73.9% | -56.8% |
| 3Y | +178.2% | +75.0% | +103.2% | +181.1% |
| All | -16.5% | +40.7% | -57.2% | -4.1% |
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