+6,574.9%
STT vs EVRG
+2,247.9%
+4,327.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +5.1% | +1.0% | +4.1% | +4.7% |
| 30D | -0.2% | +7.5% | -7.7% | -3.6% |
| 3M | -8.1% | +6.8% | -15.0% | -11.1% |
| 6M | +16.6% | +7.7% | +8.9% | +12.2% |
| YTD | +37.8% | +24.9% | +13.0% | +23.1% |
| 1Y | +46.8% | +18.1% | +28.7% | +34.5% |
| 3Y | +181.2% | +101.9% | +79.3% | +99.1% |
| 5Y | +105.1% | +67.0% | +38.1% | +57.1% |
| 10Y | +202.3% | +123.3% | +79.0% | +93.9% |
| All | +6,574.9% | +2,247.9% | +4,327.0% | +1,425.1% |
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 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