+50.9%
STLA vs EVRG
+113.9%
-63.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +0.9% | -1.2% | +2.2% | +1.3% |
| 3M | -21.6% | -0.6% | -21.0% | -21.7% |
| 6M | -21.6% | +2.4% | -24.1% | -22.6% |
| YTD | -50.4% | +15.5% | -65.9% | -53.0% |
| 1Y | -43.6% | +16.8% | -60.4% | -46.9% |
| 3Y | -66.4% | +75.0% | -141.4% | -72.9% |
| 5Y | -62.3% | +49.3% | -111.6% | -68.1% |
| All | +50.9% | +113.9% | -63.0% | +19.8% |
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