+31.0%
SWKS vs EVRG
+114.7%
-83.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.5% |
| 7D | +11.8% | +0.9% | +10.9% | +11.4% |
| 30D | +6.7% | -0.5% | +7.3% | +7.0% |
| 3M | 0.0% | +1.5% | -1.5% | -0.9% |
| 6M | +38.7% | +1.2% | +37.6% | +37.4% |
| YTD | +21.4% | +16.3% | +5.0% | +13.3% |
| 1Y | +2.9% | +20.3% | -17.4% | -5.5% |
| 3Y | -16.4% | +72.3% | -88.7% | -35.3% |
| 5Y | -51.2% | +46.7% | -97.8% | -59.9% |
| 10Y | +31.0% | +113.8% | -82.8% | -7.8% |
| All | +31.0% | +114.7% | -83.7% | -7.8% |
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