-2.6%
SLB vs EVRG
+111.7%
-114.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.3% |
| 7D | -1.9% | +0.6% | -2.4% | -2.1% |
| 30D | +7.8% | -0.2% | +8.0% | +7.8% |
| 3M | +2.7% | -0.5% | +3.1% | +2.7% |
| 6M | +22.2% | +0.2% | +22.0% | +21.7% |
| YTD | +51.1% | +14.9% | +36.2% | +43.0% |
| 1Y | +63.3% | +18.2% | +45.1% | +52.8% |
| 3Y | +2.4% | +70.2% | -67.8% | -17.2% |
| 5Y | +139.3% | +45.3% | +94.0% | +103.3% |
| 10Y | -2.6% | +112.4% | -115.0% | -21.5% |
| All | -2.6% | +111.7% | -114.3% | -21.5% |
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