-99.5%
EVGN vs SPY
+751.5%
-851.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -7.4% | -0.4% | -7.0% | -7.2% |
| 30D | -20.6% | -1.4% | -19.3% | -19.8% |
| 3M | -16.7% | +3.7% | -20.4% | -18.2% |
| 6M | -34.2% | +13.0% | -47.2% | -39.1% |
| YTD | -54.5% | +12.4% | -66.9% | -57.7% |
| 1Y | -59.7% | +18.5% | -78.2% | -63.7% |
| 3Y | -93.2% | +77.6% | -170.9% | -95.3% |
| 5Y | -98.4% | +81.7% | -180.1% | -98.9% |
| 10Y | -99.2% | +319.7% | -418.9% | -99.6% |
| All | -99.5% | +751.5% | -851.0% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling