+263.8%
STLA vs EVRG
+609.7%
-345.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +2.6% | +1.1% | +1.5% | +2.2% |
| 30D | -1.2% | -1.0% | -0.2% | -1.0% |
| 3M | -24.8% | +0.4% | -25.2% | -25.1% |
| 6M | -25.6% | -0.8% | -24.7% | -25.7% |
| YTD | -48.9% | +15.3% | -64.3% | -51.5% |
| 1Y | -38.8% | +17.9% | -56.7% | -42.4% |
| 3Y | -64.5% | +71.9% | -136.5% | -71.0% |
| 5Y | -62.4% | +45.3% | -107.7% | -67.7% |
| 10Y | +55.4% | +113.1% | -57.7% | +17.7% |
| All | +263.8% | +609.7% | -345.9% | +68.1% |
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 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