+200.7%
STT vs EVRG
+72.7%
+128.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +2.2% | +0.9% | +1.3% | +1.9% |
| 30D | +3.9% | -0.5% | +4.4% | +4.0% |
| 3M | +19.2% | +1.5% | +17.7% | +18.4% |
| 6M | +60.4% | +1.2% | +59.2% | +59.3% |
| YTD | +51.5% | +16.3% | +35.1% | +42.3% |
| 1Y | +76.3% | +20.3% | +56.0% | +62.9% |
| 3Y | +200.7% | +72.3% | +128.4% | +133.8% |
| All | +200.7% | +72.7% | +128.1% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling