+414.4%
SPYG vs EVRG
+113.9%
+300.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -1.5% | -1.2% | -0.3% | -1.2% |
| 3M | +3.7% | -0.6% | +4.4% | +3.7% |
| 6M | +16.4% | +2.4% | +14.0% | +15.0% |
| YTD | +13.3% | +15.5% | -2.1% | +7.2% |
| 1Y | +17.9% | +16.8% | +1.0% | +10.9% |
| 3Y | +98.3% | +75.0% | +23.3% | +59.3% |
| 5Y | +86.4% | +49.3% | +37.1% | +57.8% |
| All | +414.4% | +113.9% | +300.5% | +287.8% |
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 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