+113.8%
SYY vs EVRG
+113.9%
-0.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | -1.7% | -1.2% | -0.5% | -1.2% |
| 3M | +5.2% | -0.6% | +5.8% | +5.3% |
| 6M | -0.2% | +2.4% | -2.6% | -1.9% |
| YTD | +15.4% | +15.5% | -0.1% | +6.6% |
| 1Y | +5.6% | +16.8% | -11.2% | -3.2% |
| 3Y | +28.9% | +75.0% | -46.1% | -5.3% |
| 5Y | +24.1% | +49.3% | -25.3% | -2.5% |
| All | +113.8% | +113.9% | -0.1% | +51.2% |
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 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