+32.1%
SWKS vs EVRG
+121.0%
-88.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -6.2% | +1.9% | -8.0% | -6.9% |
| 30D | -1.5% | +9.0% | -10.5% | -4.9% |
| 3M | +23.0% | +6.3% | +16.6% | +19.8% |
| 6M | +27.6% | +9.9% | +17.7% | +22.2% |
| YTD | +32.3% | +23.8% | +8.5% | +20.4% |
| 1Y | +20.1% | +19.9% | +0.2% | +10.7% |
| 3Y | +0.6% | +94.3% | -93.6% | -25.9% |
| 5Y | -42.3% | +64.6% | -107.0% | -54.9% |
| All | +32.1% | +121.0% | -88.8% | -6.6% |
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 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