+125.0%
SU vs EVRG
+72.5%
+52.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +8.4% | -1.2% | +9.7% | +8.6% |
| 3M | +12.1% | -0.6% | +12.7% | +12.1% |
| 6M | +19.7% | +2.4% | +17.2% | +18.9% |
| YTD | +58.4% | +15.5% | +43.0% | +53.7% |
| 1Y | +67.2% | +16.8% | +50.4% | +61.8% |
| 3Y | +125.0% | +75.0% | +50.0% | +100.6% |
| All | +125.0% | +72.5% | +52.5% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling