-77.1%
EVH vs SPY
+342.1%
-419.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.9% |
| 7D | -6.1% | +0.1% | -6.2% | -6.2% |
| 30D | +40.3% | +0.1% | +40.2% | +40.2% |
| 3M | -1.4% | +2.0% | -3.4% | -3.8% |
| 6M | +21.7% | +13.0% | +8.7% | +4.5% |
| YTD | +8.0% | +13.5% | -5.5% | -8.0% |
| 1Y | -54.5% | +20.0% | -74.4% | -63.9% |
| 3Y | -83.4% | +77.2% | -160.6% | -92.3% |
| 5Y | -83.5% | +81.9% | -165.4% | -92.6% |
| 10Y | -82.7% | +314.1% | -396.7% | -97.2% |
| All | -77.1% | +342.1% | -419.2% | -96.5% |
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