+818.4%
SLB vs EVRG
+2,252.5%
-1,434.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -4.3% | +3.5% | -7.8% | -5.6% |
| 30D | +1.9% | +9.2% | -7.3% | -1.6% |
| 3M | -5.7% | +8.6% | -14.4% | -8.9% |
| 6M | -5.3% | +10.0% | -15.3% | -9.1% |
| YTD | +32.2% | +25.1% | +7.1% | +20.4% |
| 1Y | +38.5% | +19.5% | +19.0% | +28.3% |
| 3Y | +1.1% | +102.3% | -101.2% | -24.7% |
| 5Y | +70.3% | +66.8% | +3.4% | +34.9% |
| 10Y | -17.3% | +125.0% | -142.3% | -43.8% |
| All | +818.4% | +2,252.5% | -1,434.0% | +205.1% |
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