+664.5%
STM vs EVRG
+111.7%
+552.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | -5.2% | -0.2% | -4.9% | -5.2% |
| 3M | -29.6% | -0.5% | -29.2% | -29.8% |
| 6M | +54.4% | +0.2% | +54.2% | +53.3% |
| YTD | +99.5% | +14.9% | +84.6% | +88.5% |
| 1Y | +100.8% | +18.2% | +82.5% | +87.4% |
| 3Y | +20.2% | +70.2% | -50.0% | -3.5% |
| 5Y | +21.1% | +45.3% | -24.2% | +2.7% |
| 10Y | +664.5% | +112.4% | +552.1% | +513.8% |
| All | +664.5% | +111.7% | +552.8% | +513.8% |
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