-9.7%
STZ vs EVRG
+113.1%
-122.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.9% | +1.1% | -3.0% | -2.4% |
| 30D | -1.9% | -1.0% | -0.9% | -1.5% |
| 3M | -6.2% | +0.4% | -6.6% | -6.4% |
| 6M | -14.0% | -0.8% | -13.2% | -13.8% |
| YTD | -5.1% | +15.3% | -20.5% | -11.4% |
| 1Y | -9.6% | +17.9% | -27.5% | -16.5% |
| 3Y | -47.2% | +71.9% | -119.2% | -59.4% |
| 5Y | -33.6% | +45.3% | -78.8% | -45.3% |
| All | -9.7% | +113.1% | -122.7% | -36.4% |
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