+561.6%
SPYG vs EVRG
+1,100.6%
-539.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.8% |
| 7D | +1.2% | +0.9% | +0.3% | +0.9% |
| 30D | -1.6% | -0.5% | -1.0% | -1.4% |
| 3M | +3.4% | +1.5% | +1.8% | +2.6% |
| 6M | +18.9% | +1.2% | +17.7% | +17.9% |
| YTD | +13.8% | +16.3% | -2.5% | +7.1% |
| 1Y | +20.6% | +20.3% | +0.3% | +12.0% |
| 3Y | +100.5% | +72.3% | +28.2% | +61.0% |
| 5Y | +84.6% | +46.7% | +37.9% | +56.1% |
| 10Y | +410.8% | +113.8% | +297.0% | +262.2% |
| All | +561.6% | +1,100.6% | -539.0% | +145.0% |
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