+3,036.2%
SPY vs EVRG
+1,341.3%
+1,694.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.6% |
| 7D | +2.6% | +1.4% | +1.2% | +2.1% |
| 30D | -2.0% | +7.4% | -9.4% | -4.6% |
| 3M | -2.8% | +7.2% | -10.0% | -5.4% |
| 6M | +2.1% | +9.5% | -7.3% | -1.6% |
| YTD | +11.5% | +25.6% | -14.1% | +1.8% |
| 1Y | +13.5% | +20.4% | -6.9% | +5.2% |
| 3Y | +77.7% | +108.8% | -31.1% | +32.7% |
| 5Y | +72.6% | +68.0% | +4.7% | +38.6% |
| 10Y | +308.2% | +124.6% | +183.6% | +183.8% |
| All | +3,036.2% | +1,341.3% | +1,694.9% | +1,013.8% |
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 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