+264.3%
STT vs EVRG
+113.9%
+150.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +1.7% | -1.2% | +3.0% | +2.2% |
| 3M | +17.9% | -0.6% | +18.5% | +18.0% |
| 6M | +55.3% | +2.4% | +52.9% | +52.9% |
| YTD | +52.7% | +15.5% | +37.2% | +42.0% |
| 1Y | +75.7% | +16.8% | +58.8% | +62.2% |
| 3Y | +197.9% | +75.0% | +122.9% | +127.1% |
| 5Y | +158.8% | +49.3% | +109.4% | +110.2% |
| All | +264.3% | +113.9% | +150.4% | +176.1% |
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 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