+9,423.5%
STX vs EVRG
+1,969.3%
+7,454.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -17.3% | +3.5% | -20.8% | -18.6% |
| 30D | -35.9% | +9.2% | -45.2% | -38.6% |
| 3M | -37.3% | +8.6% | -46.0% | -39.9% |
| 6M | -35.8% | +10.0% | -45.8% | -39.3% |
| YTD | +82.7% | +25.1% | +57.6% | +62.2% |
| 1Y | +71.6% | +19.5% | +52.1% | +55.5% |
| 3Y | +635.3% | +102.3% | +533.0% | +413.4% |
| 5Y | +483.8% | +66.8% | +416.9% | +337.9% |
| 10Y | +1,967.8% | +125.0% | +1,842.8% | +1,141.9% |
| All | +9,423.5% | +1,969.3% | +7,454.3% | +2,163.2% |
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