+1,937.6%
STM vs EVRG
+1,344.7%
+593.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.2% | +6.5% |
| 7D | -5.6% | +1.7% | -7.2% | -6.4% |
| 30D | -14.4% | +8.7% | -23.1% | -17.7% |
| 3M | -20.5% | +6.4% | -26.9% | -22.9% |
| 6M | -24.5% | +9.4% | -33.9% | -28.1% |
| YTD | +72.7% | +24.5% | +48.2% | +55.0% |
| 1Y | +91.0% | +20.5% | +70.6% | +73.8% |
| 3Y | +13.5% | +101.6% | -88.1% | -19.5% |
| 5Y | -9.2% | +67.5% | -76.6% | -30.8% |
| 10Y | +422.5% | +122.3% | +300.2% | +231.3% |
| All | +1,937.6% | +1,344.7% | +593.0% | +481.3% |
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