-82.2%
EVGO vs SPY
+128.8%
-210.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.6% |
| 7D | -4.4% | +2.6% | -7.0% | -8.5% |
| 30D | +60.6% | -2.0% | +62.5% | +65.3% |
| 3M | +6.1% | -2.8% | +8.8% | +11.4% |
| 6M | -10.3% | +2.1% | -12.4% | -11.8% |
| YTD | -39.9% | +11.5% | -51.4% | -48.5% |
| 1Y | -41.5% | +13.5% | -54.9% | -51.1% |
| 3Y | -36.6% | +77.7% | -114.3% | -75.0% |
| 5Y | -90.7% | +72.6% | -163.4% | -96.1% |
| All | -82.2% | +128.8% | -210.9% | -94.4% |
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