-86.1%
EVGO vs SPY
+131.2%
-217.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +0.8% |
| 7D | -9.9% | -0.8% | -9.2% | -8.6% |
| 30D | -13.9% | -1.1% | -12.9% | -11.9% |
| 3M | -31.3% | +3.9% | -35.2% | -34.7% |
| 6M | -37.9% | +13.6% | -51.5% | -48.4% |
| YTD | -53.3% | +12.7% | -65.9% | -60.5% |
| 1Y | -65.5% | +17.5% | -83.0% | -72.4% |
| 3Y | -63.7% | +76.9% | -140.6% | -85.5% |
| 5Y | -83.9% | +83.6% | -167.5% | -93.8% |
| All | -86.1% | +131.2% | -217.4% | -95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling