+10,972.7%
STZ vs EVRG
+1,710.4%
+9,262.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +4.9% | +1.9% | +3.0% | +4.2% |
| 30D | +20.9% | +9.0% | +11.9% | +17.3% |
| 3M | +8.0% | +6.3% | +1.7% | +5.7% |
| 6M | -5.3% | +9.9% | -15.2% | -8.4% |
| YTD | +5.9% | +23.8% | -17.9% | -1.8% |
| 1Y | +14.2% | +19.9% | -5.7% | +7.0% |
| 3Y | -37.0% | +94.3% | -131.2% | -50.2% |
| 5Y | -29.7% | +64.6% | -94.3% | -41.7% |
| 10Y | +5.2% | +121.7% | -116.6% | -22.4% |
| All | +10,972.7% | +1,710.4% | +9,262.3% | +4,577.0% |
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