+194.0%
STT vs EVRG
+124.6%
+69.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | +4.8% | +1.4% | +3.4% | +4.1% |
| 30D | +3.9% | +7.4% | -3.5% | +0.7% |
| 3M | -8.2% | +7.2% | -15.4% | -11.0% |
| 6M | +15.6% | +9.5% | +6.1% | +10.7% |
| YTD | +37.6% | +25.6% | +12.1% | +23.3% |
| 1Y | +50.1% | +20.3% | +29.8% | +37.0% |
| 3Y | +183.1% | +108.8% | +74.3% | +99.3% |
| 5Y | +104.8% | +67.9% | +36.9% | +57.9% |
| All | +194.0% | +124.6% | +69.4% | +112.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling