+168.9%
STLA vs EVRG
+668.9%
-500.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -11.6% | +2.5% | -14.1% | -12.3% |
| 30D | -6.2% | +8.4% | -14.6% | -8.7% |
| 3M | -24.6% | +8.6% | -33.2% | -26.7% |
| 6M | -44.9% | +7.7% | -52.6% | -46.4% |
| YTD | -62.3% | +25.0% | -87.2% | -65.1% |
| 1Y | -61.8% | +18.7% | -80.5% | -64.1% |
| 3Y | -75.3% | +102.1% | -177.4% | -80.9% |
| 5Y | -72.5% | +66.8% | -139.4% | -77.4% |
| 10Y | +0.8% | +123.5% | -122.7% | -25.0% |
| All | +168.9% | +668.9% | -500.0% | +21.0% |
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