+22.5%
STM vs EVRG
+49.3%
-26.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +5.2% | +0.9% | +4.3% | +5.0% |
| 30D | -7.4% | -0.5% | -6.8% | -7.3% |
| 3M | -30.6% | +1.5% | -32.2% | -31.2% |
| 6M | +66.4% | +1.2% | +65.2% | +64.9% |
| YTD | +101.1% | +16.3% | +84.8% | +91.1% |
| 1Y | +97.4% | +20.3% | +77.1% | +85.5% |
| 3Y | +21.1% | +72.3% | -51.2% | -0.7% |
| 5Y | +22.5% | +46.7% | -24.2% | +2.1% |
| All | +22.5% | +49.3% | -26.8% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling