-100.0%
SPXU vs EVRG
+736.2%
-836.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | -0.1% |
| 7D | +1.3% | +0.6% | +0.7% | +2.0% |
| 30D | +5.1% | -0.2% | +5.4% | +4.8% |
| 3M | -9.1% | -0.5% | -8.7% | -9.9% |
| 6M | -29.6% | +0.2% | -29.8% | -29.6% |
| YTD | -27.7% | +14.9% | -42.6% | -14.5% |
| 1Y | -37.0% | +18.2% | -55.2% | -22.5% |
| 3Y | -80.2% | +70.2% | -150.3% | -59.7% |
| 5Y | -86.0% | +45.3% | -131.4% | -73.9% |
| 10Y | -99.5% | +112.4% | -212.0% | -97.7% |
| All | -100.0% | +736.2% | -836.2% | -99.0% |
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