+150.0%
STLA vs EVRG
+672.7%
-522.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -13.8% | +1.4% | -15.2% | -14.2% |
| 30D | -10.5% | +7.4% | -17.9% | -12.7% |
| 3M | -28.9% | +7.2% | -36.1% | -30.5% |
| 6M | -49.7% | +9.5% | -59.2% | -51.4% |
| YTD | -64.9% | +25.6% | -90.5% | -67.6% |
| 1Y | -64.0% | +20.4% | -84.4% | -66.3% |
| 3Y | -77.4% | +108.8% | -186.2% | -82.7% |
| 5Y | -74.4% | +68.0% | -142.4% | -79.0% |
| 10Y | -6.4% | +124.6% | -131.0% | -30.4% |
| All | +150.0% | +672.7% | -522.8% | +12.3% |
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