-22.8%
STM vs EVRG
+9.0%
-31.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.4% |
| 7D | +1.4% | +2.5% | -1.0% | +3.5% |
| 30D | -8.4% | +8.4% | -16.8% | -2.7% |
| 3M | -15.8% | +8.6% | -24.4% | -10.8% |
| 6M | -22.8% | +7.7% | -30.5% | -19.0% |
| All | -22.8% | +9.0% | -31.9% | -19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling