-36.5%
SWKS vs EVRG
+66.7%
-103.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +9.4% | +1.4% | +8.0% | +9.0% |
| 30D | +17.0% | +7.4% | +9.6% | +14.6% |
| 3M | +28.9% | +7.2% | +21.7% | +26.4% |
| 6M | +33.1% | +9.5% | +23.7% | +29.3% |
| YTD | +44.8% | +25.6% | +19.2% | +34.6% |
| 1Y | +36.2% | +20.4% | +15.9% | +28.2% |
| 3Y | +11.5% | +108.8% | -97.3% | -15.0% |
| All | -36.5% | +66.7% | -103.2% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling