-84.3%
EVGO vs SPY
+79.8%
-164.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -0.8% |
| 7D | -7.6% | -2.0% | -5.7% | -4.4% |
| 30D | -16.9% | -1.7% | -15.2% | -14.0% |
| 3M | -29.6% | +4.7% | -34.4% | -34.0% |
| 6M | -39.3% | +12.5% | -51.8% | -48.7% |
| YTD | -54.3% | +11.7% | -66.0% | -60.9% |
| 1Y | -65.2% | +17.5% | -82.7% | -72.2% |
| 3Y | -63.3% | +76.6% | -139.8% | -85.4% |
| 5Y | -84.3% | +82.0% | -166.3% | -93.8% |
| All | -84.3% | +79.8% | -164.0% | -93.8% |
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 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