+12.5%
STZ vs EVRG
+123.0%
-110.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +5.3% | +3.5% | +1.8% | +3.7% |
| 30D | +19.6% | +9.2% | +10.4% | +14.9% |
| 3M | +10.0% | +8.6% | +1.3% | +5.8% |
| 6M | -0.3% | +10.0% | -10.2% | -4.6% |
| YTD | +8.6% | +25.1% | -16.5% | -2.3% |
| 1Y | +16.6% | +19.5% | -2.9% | +7.1% |
| 3Y | -34.8% | +102.3% | -137.1% | -53.3% |
| 5Y | -27.8% | +66.8% | -94.7% | -44.2% |
| 10Y | +12.5% | +125.0% | -112.5% | -23.5% |
| All | +12.5% | +123.0% | -110.5% | -23.5% |
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