+296.4%
SPGI vs EVRG
+111.7%
+184.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.3% | -2.0% |
| 7D | -3.1% | +0.6% | -3.6% | -3.3% |
| 30D | +2.0% | -0.2% | +2.3% | +2.1% |
| 3M | +4.3% | -0.5% | +4.8% | +4.5% |
| 6M | -0.2% | +0.2% | -0.4% | -0.6% |
| YTD | -14.8% | +14.9% | -29.7% | -20.2% |
| 1Y | -18.5% | +18.2% | -36.8% | -24.8% |
| 3Y | +16.0% | +70.2% | -54.2% | -9.2% |
| 5Y | +2.2% | +45.3% | -43.1% | -14.9% |
| 10Y | +296.4% | +112.4% | +184.0% | +186.4% |
| All | +296.4% | +111.7% | +184.7% | +186.4% |
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 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