+51.6%
SW vs EVRG
+90.6%
-39.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.8% |
| 7D | +12.1% | +2.3% | +9.7% | +11.4% |
| 30D | +6.6% | +9.0% | -2.4% | +4.4% |
| 3M | -6.0% | +3.7% | -9.7% | -6.8% |
| 6M | +21.5% | +6.8% | +14.7% | +19.7% |
| YTD | +20.3% | +21.9% | -1.6% | +15.2% |
| 1Y | +28.1% | +15.8% | +12.3% | +24.0% |
| All | +51.6% | +90.6% | -39.1% | +38.1% |
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 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