+210.0%
SHEL vs EVRG
+113.9%
+96.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.1% | +0.1% | +4.0% | +4.1% |
| 30D | +8.4% | -1.2% | +9.6% | +8.8% |
| 3M | +13.7% | -0.6% | +14.3% | +13.8% |
| 6M | +12.7% | +2.4% | +10.3% | +11.4% |
| YTD | +35.3% | +15.5% | +19.9% | +28.0% |
| 1Y | +39.4% | +16.8% | +22.5% | +31.1% |
| 3Y | +71.5% | +75.0% | -3.5% | +38.2% |
| 5Y | +195.0% | +49.3% | +145.7% | +149.3% |
| All | +210.0% | +113.9% | +96.1% | +139.6% |
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