+21.7%
STM vs EVRG
+71.7%
-50.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +1.9% |
| 7D | +5.8% | +1.1% | +4.7% | +5.7% |
| 30D | -1.0% | -1.0% | 0.0% | -1.0% |
| 3M | -33.3% | +0.4% | -33.7% | -33.6% |
| 6M | +57.4% | -0.8% | +58.2% | +56.5% |
| YTD | +102.2% | +15.3% | +86.9% | +97.7% |
| 1Y | +99.6% | +17.9% | +81.7% | +94.9% |
| All | +21.7% | +71.7% | -50.1% | +7.8% |
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 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