+76.5%
SPY vs EVRG
+71.7%
+4.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.3% |
| 7D | -0.4% | +0.6% | -0.9% | -0.4% |
| 30D | -1.4% | -0.2% | -1.1% | -1.4% |
| 3M | +3.7% | -0.5% | +4.2% | +3.7% |
| 6M | +13.0% | +0.2% | +12.8% | +12.8% |
| YTD | +12.4% | +14.9% | -2.5% | +9.4% |
| 1Y | +18.5% | +18.2% | +0.3% | +14.7% |
| All | +76.5% | +71.7% | +4.8% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling