+150.5%
SPMO vs EVRG
+48.0%
+102.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -1.9% | -1.2% | -0.7% | -1.7% |
| 3M | -1.4% | -0.6% | -0.7% | -1.4% |
| 6M | +25.5% | +2.4% | +23.1% | +24.4% |
| YTD | +24.8% | +15.5% | +9.4% | +19.9% |
| 1Y | +24.5% | +16.8% | +7.7% | +19.1% |
| 3Y | +157.1% | +75.0% | +82.1% | +118.4% |
| All | +150.5% | +48.0% | +102.5% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling