-75.6%
EVEX vs SPY
+100.2%
-175.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.5% |
| 7D | -5.0% | -0.8% | -4.2% | -4.1% |
| 30D | -22.4% | -1.1% | -21.4% | -21.3% |
| 3M | -22.1% | +3.9% | -26.0% | -24.7% |
| 6M | -29.0% | +13.6% | -42.6% | -37.0% |
| YTD | -47.1% | +12.7% | -59.8% | -52.5% |
| 1Y | -45.8% | +17.5% | -63.3% | -52.9% |
| 3Y | -73.8% | +76.9% | -150.7% | -81.9% |
| All | -75.6% | +100.2% | -175.8% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling