+2,941.1%
SHOP vs EVRG
+113.2%
+2,827.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -13.2% | -0.7% | -12.5% | -13.0% |
| 30D | -17.0% | 0.0% | -17.1% | -17.1% |
| 3M | +17.0% | -1.0% | +18.0% | +17.1% |
| 6M | -2.1% | +1.0% | -3.1% | -3.0% |
| YTD | -21.4% | +15.1% | -36.4% | -25.4% |
| 1Y | -11.0% | +17.6% | -28.5% | -16.2% |
| 3Y | +100.9% | +70.5% | +30.5% | +66.2% |
| 5Y | -14.7% | +48.9% | -63.6% | -26.8% |
| All | +2,941.1% | +113.2% | +2,827.8% | +2,449.5% |
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