-10.8%
SHOP vs EVRG
+46.7%
-57.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.9% | -8.4% | -7.8% |
| 7D | -4.1% | +0.9% | -5.0% | -4.3% |
| 30D | -11.5% | -0.5% | -11.0% | -11.5% |
| 3M | +21.1% | +1.5% | +19.5% | +20.3% |
| 6M | +3.0% | +1.2% | +1.8% | +2.1% |
| YTD | -16.7% | +16.3% | -33.0% | -21.5% |
| 1Y | -8.3% | +20.3% | -28.5% | -14.7% |
| 3Y | +112.8% | +72.3% | +40.5% | +70.3% |
| All | -10.8% | +46.7% | -57.6% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling