-84.6%
EVGO vs SPY
+133.0%
-217.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.2% | +5.5% |
| 7D | +9.4% | +0.1% | +9.3% | +9.5% |
| 30D | -1.3% | +0.1% | -1.4% | -0.9% |
| 3M | -39.4% | +2.0% | -41.3% | -40.3% |
| 6M | -40.0% | +13.0% | -53.0% | -49.7% |
| YTD | -48.1% | +13.5% | -61.7% | -56.8% |
| 1Y | -60.1% | +20.0% | -80.0% | -69.2% |
| 3Y | -62.9% | +77.2% | -140.1% | -85.2% |
| 5Y | -84.1% | +81.9% | -166.0% | -93.8% |
| All | -84.6% | +133.0% | -217.6% | -95.3% |
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