+3,476.8%
STX vs EVRG
+113.2%
+3,363.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.7% |
| 7D | +8.0% | -0.7% | +8.7% | +8.2% |
| 30D | +5.1% | 0.0% | +5.1% | +5.1% |
| 3M | +5.8% | -1.0% | +6.7% | +5.6% |
| 6M | +124.9% | +1.0% | +124.0% | +122.5% |
| YTD | +213.9% | +15.1% | +198.8% | +196.8% |
| 1Y | +350.4% | +17.6% | +332.8% | +322.0% |
| 3Y | +1,314.2% | +70.5% | +1,243.7% | +1,056.7% |
| 5Y | +1,092.8% | +48.9% | +1,043.9% | +912.1% |
| All | +3,476.8% | +113.2% | +3,363.6% | +2,633.4% |
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