+252.8%
SPOT vs EVRG
+116.0%
+136.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +7.4% | -1.2% | +8.6% | +7.5% |
| 3M | +8.2% | -0.6% | +8.8% | +8.2% |
| 6M | +2.2% | +2.4% | -0.2% | +1.8% |
| YTD | -9.5% | +15.5% | -24.9% | -11.4% |
| 1Y | -23.8% | +16.8% | -40.7% | -25.6% |
| 3Y | +233.5% | +75.0% | +158.5% | +206.6% |
| 5Y | +112.2% | +49.3% | +62.9% | +99.2% |
| All | +252.8% | +116.0% | +136.8% | +257.7% |
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