+2,525.5%
SHEL vs EVRG
+2,087.5%
+438.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +2.3% |
| 7D | +1.9% | +0.9% | +1.1% | +1.6% |
| 30D | +8.7% | -0.5% | +9.2% | +8.8% |
| 3M | +11.0% | +1.5% | +9.5% | +10.3% |
| 6M | +14.6% | +1.2% | +13.4% | +13.7% |
| YTD | +33.3% | +16.3% | +17.0% | +25.8% |
| 1Y | +37.9% | +20.3% | +17.6% | +28.5% |
| 3Y | +69.7% | +72.3% | -2.6% | +38.0% |
| 5Y | +190.1% | +46.7% | +143.5% | +147.0% |
| 10Y | +197.0% | +113.8% | +83.2% | +114.7% |
| All | +2,525.5% | +2,087.5% | +438.0% | +880.8% |
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