+311.2%
SPY vs EVRG
+113.2%
+198.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.0% | -0.7% | -1.3% | -1.7% |
| 30D | -1.7% | 0.0% | -1.7% | -1.7% |
| 3M | +4.7% | -1.0% | +5.7% | +4.9% |
| 6M | +12.5% | +1.0% | +11.5% | +11.7% |
| YTD | +11.7% | +15.1% | -3.4% | +5.5% |
| 1Y | +17.5% | +17.6% | -0.1% | +9.9% |
| 3Y | +76.6% | +70.5% | +6.1% | +41.7% |
| 5Y | +82.0% | +48.9% | +33.2% | +52.8% |
| All | +311.2% | +113.2% | +198.0% | +206.5% |
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