-93.4%
EVGN vs SPY
+77.0%
-170.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.7% |
| 7D | -11.1% | -0.8% | -10.3% | -10.5% |
| 30D | -21.3% | -1.1% | -20.2% | -20.5% |
| 3M | -18.6% | +3.9% | -22.5% | -20.5% |
| 6M | -36.0% | +13.6% | -49.6% | -41.7% |
| YTD | -56.4% | +12.7% | -69.0% | -60.0% |
| 1Y | -61.3% | +17.5% | -78.8% | -65.4% |
| 3Y | -93.4% | +76.9% | -170.3% | -95.8% |
| All | -93.4% | +77.0% | -170.4% | -95.8% |
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