+3,343.4%
STX vs EVRG
+113.9%
+3,229.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | -2.3% | +0.1% | -2.3% | -2.3% |
| 30D | -5.5% | -1.2% | -4.2% | -5.1% |
| 3M | -4.3% | -0.6% | -3.7% | -4.6% |
| 6M | +115.6% | +2.4% | +113.2% | +112.3% |
| YTD | +202.2% | +15.5% | +186.7% | +185.4% |
| 1Y | +325.3% | +16.8% | +308.5% | +299.4% |
| 3Y | +1,283.9% | +75.0% | +1,208.9% | +1,021.5% |
| 5Y | +1,048.3% | +49.3% | +999.0% | +873.4% |
| All | +3,343.4% | +113.9% | +3,229.5% | +2,528.8% |
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 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