+47.9%
SW vs EVRG
+93.6%
-45.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +2.3% | +1.9% | +0.4% | +1.8% |
| 30D | +6.8% | +9.0% | -2.2% | +4.6% |
| 3M | -5.2% | +6.3% | -11.5% | -6.6% |
| 6M | +7.4% | +9.9% | -2.5% | +5.2% |
| YTD | +17.4% | +23.8% | -6.4% | +11.9% |
| 1Y | +27.1% | +19.9% | +7.2% | +22.0% |
| 3Y | +47.9% | +94.3% | -46.4% | +34.2% |
| All | +47.9% | +93.6% | -45.7% | +34.2% |
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 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