-74.0%
EVH vs SPY
+334.1%
-408.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.2% |
| 7D | +7.0% | +2.6% | +4.4% | +3.7% |
| 30D | +3.6% | -2.0% | +5.6% | +6.3% |
| 3M | +5.2% | -2.8% | +7.9% | +9.0% |
| 6M | +18.6% | +2.1% | +16.5% | +15.9% |
| YTD | +22.5% | +11.5% | +11.0% | +6.9% |
| 1Y | +17.8% | +13.5% | +4.3% | +0.5% |
| 3Y | -82.4% | +77.7% | -160.1% | -91.8% |
| 5Y | -82.8% | +72.6% | -155.4% | -91.7% |
| 10Y | -71.3% | +308.2% | -379.5% | -95.2% |
| All | -74.0% | +334.1% | -408.2% | -96.0% |
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