-65.6%
STLA vs EVRG
+72.7%
-138.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -3.9% | -3.2% |
| 7D | +0.7% | +0.9% | -0.1% | +0.6% |
| 30D | -2.4% | -0.5% | -1.8% | -2.3% |
| 3M | -23.9% | +1.5% | -25.4% | -24.3% |
| 6M | -24.6% | +1.2% | -25.8% | -25.0% |
| YTD | -50.5% | +16.3% | -66.8% | -52.3% |
| 1Y | -39.8% | +20.3% | -60.1% | -42.6% |
| 3Y | -65.6% | +72.3% | -137.9% | -71.2% |
| All | -65.6% | +72.7% | -138.3% | -71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling