+4,350.1%
SYY vs EVRG
+2,060.4%
+2,289.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.6% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | -2.7% | -0.2% | -2.5% | -2.7% |
| 3M | +5.9% | -0.5% | +6.3% | +5.9% |
| 6M | -2.3% | +0.2% | -2.5% | -2.6% |
| YTD | +13.1% | +14.9% | -1.8% | +7.6% |
| 1Y | +3.8% | +18.2% | -14.5% | -2.3% |
| 3Y | +26.7% | +70.2% | -43.4% | +5.1% |
| 5Y | +19.4% | +45.3% | -25.9% | +3.5% |
| 10Y | +112.0% | +112.4% | -0.4% | +62.9% |
| All | +4,350.1% | +2,060.4% | +2,289.7% | +1,622.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling