+5,256.9%
SPG vs EVRG
+1,120.3%
+4,136.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -2.4% | +1.1% | -3.5% | -2.9% |
| 30D | -6.8% | -1.0% | -5.8% | -6.4% |
| 3M | +2.7% | +0.4% | +2.3% | +2.4% |
| 6M | +5.5% | -0.8% | +6.3% | +5.7% |
| YTD | +15.7% | +15.3% | +0.4% | +7.2% |
| 1Y | +20.9% | +17.9% | +3.0% | +10.6% |
| 3Y | +112.4% | +71.9% | +40.5% | +59.3% |
| 5Y | +101.4% | +45.3% | +56.1% | +62.9% |
| 10Y | +60.6% | +113.1% | -52.4% | +7.3% |
| All | +5,256.9% | +1,120.3% | +4,136.6% | +1,681.4% |
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 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