+338.3%
SU vs EVRG
+48.0%
+290.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.7% |
| 3M | +12.1% | -0.6% | +12.7% | +12.1% |
| 6M | +19.7% | +2.4% | +17.2% | +18.5% |
| YTD | +58.4% | +15.5% | +43.0% | +51.4% |
| 1Y | +67.2% | +16.8% | +50.4% | +59.1% |
| 3Y | +125.0% | +75.0% | +50.0% | +86.5% |
| All | +338.3% | +48.0% | +290.3% | +275.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling