-81.6%
EVH vs SPY
+322.5%
-404.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.6% |
| 7D | -3.0% | -0.8% | -2.2% | -2.1% |
| 30D | +0.5% | -1.1% | +1.5% | +1.8% |
| 3M | -8.5% | +3.9% | -12.4% | -12.9% |
| 6M | +38.7% | +13.6% | +25.1% | +18.0% |
| YTD | +4.8% | +12.7% | -7.9% | -10.1% |
| 1Y | -55.0% | +17.5% | -72.5% | -63.5% |
| 3Y | -83.8% | +76.9% | -160.7% | -92.6% |
| 5Y | -83.4% | +83.6% | -167.0% | -92.8% |
| All | -81.6% | +322.5% | -404.1% | -97.7% |
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