+3,094.0%
SPY vs EVRG
+1,223.8%
+1,870.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | +0.1% | -1.0% | +1.1% | +0.4% |
| 3M | +2.0% | +0.4% | +1.6% | +1.6% |
| 6M | +13.0% | -0.8% | +13.9% | +12.9% |
| YTD | +13.5% | +15.3% | -1.8% | +7.1% |
| 1Y | +20.0% | +17.9% | +2.1% | +12.1% |
| 3Y | +77.2% | +71.9% | +5.3% | +42.2% |
| 5Y | +81.9% | +45.3% | +36.6% | +54.2% |
| 10Y | +314.1% | +113.1% | +201.0% | +193.9% |
| All | +3,094.0% | +1,223.8% | +1,870.3% | +1,071.8% |
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