+318.0%
SPYM vs EVRG
+113.9%
+204.1%
-33.9%
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 | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -1.1% | -1.2% | +0.1% | -0.7% |
| 3M | +3.9% | -0.6% | +4.5% | +3.9% |
| 6M | +13.6% | +2.4% | +11.2% | +12.2% |
| YTD | +12.7% | +15.5% | -2.7% | +6.2% |
| 1Y | +17.6% | +16.8% | +0.8% | +10.1% |
| 3Y | +77.2% | +75.0% | +2.2% | +40.1% |
| 5Y | +84.1% | +49.3% | +34.8% | +53.8% |
| All | +318.0% | +113.9% | +204.1% | +210.1% |
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