+3,781.0%
SHOP vs EVRG
+124.6%
+3,656.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -1.2% | +1.4% | -2.6% | -1.6% |
| 30D | -14.7% | +7.4% | -22.1% | -16.5% |
| 3M | -7.2% | +7.2% | -14.4% | -9.1% |
| 6M | +54.2% | +9.5% | +44.7% | +49.6% |
| YTD | -8.6% | +25.6% | -34.2% | -15.5% |
| 1Y | +0.5% | +20.3% | -19.8% | -5.8% |
| 3Y | +135.9% | +108.8% | +27.1% | +83.4% |
| 5Y | -11.9% | +67.9% | -79.8% | -26.9% |
| All | +3,781.0% | +124.6% | +3,656.4% | +3,031.4% |
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