+182.7%
SW vs EVRG
+121.0%
+61.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +2.3% | +1.9% | +0.4% | +2.1% |
| 30D | +6.8% | +9.0% | -2.2% | +5.7% |
| 3M | -5.2% | +6.3% | -11.5% | -5.9% |
| 6M | +7.4% | +9.9% | -2.5% | +6.3% |
| YTD | +17.4% | +23.8% | -6.4% | +14.6% |
| 1Y | +27.1% | +19.9% | +7.2% | +24.5% |
| 3Y | +47.9% | +94.3% | -46.4% | +38.0% |
| 5Y | -2.6% | +64.6% | -67.2% | -8.1% |
| All | +182.7% | +121.0% | +61.7% | +184.2% |
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