+2,285.7%
STM vs EVRG
+1,238.8%
+1,047.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.1% |
| 7D | +5.8% | +1.1% | +4.7% | +5.3% |
| 30D | -1.0% | -1.0% | 0.0% | -0.6% |
| 3M | -33.3% | +0.4% | -33.7% | -33.8% |
| 6M | +57.4% | -0.8% | +58.2% | +56.8% |
| YTD | +102.2% | +15.3% | +86.9% | +88.1% |
| 1Y | +99.6% | +17.9% | +81.7% | +83.6% |
| 3Y | +14.5% | +71.9% | -57.4% | -12.8% |
| 5Y | +21.4% | +45.3% | -23.9% | -1.3% |
| 10Y | +695.0% | +113.1% | +581.9% | +414.4% |
| All | +2,285.7% | +1,238.8% | +1,047.0% | +605.5% |
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