+3.5%
EVAC vs SPY
+21.4%
-17.9%
-1.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | +0.5% | -0.9% | +1.4% | +0.5% |
| 3M | +1.1% | +3.9% | -2.8% | +1.0% |
| 6M | +2.3% | +14.5% | -12.2% | +2.1% |
| YTD | +2.7% | +12.9% | -10.2% | +2.5% |
| 1Y | +3.8% | +19.4% | -15.6% | +3.8% |
| All | +3.5% | +21.4% | -17.9% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling