-74.7%
EVH vs SPY
+335.7%
-410.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -4.0% |
| 7D | +5.1% | +3.3% | +1.8% | +1.0% |
| 30D | +3.7% | -2.7% | +6.4% | +7.3% |
| 3M | +14.4% | -1.7% | +16.1% | +17.1% |
| 6M | +14.7% | +3.1% | +11.6% | +10.7% |
| YTD | +19.2% | +11.9% | +7.4% | +3.6% |
| 1Y | +7.2% | +12.0% | -4.8% | -7.0% |
| 3Y | -83.0% | +78.2% | -161.1% | -92.1% |
| 5Y | -83.2% | +73.2% | -156.5% | -92.0% |
| 10Y | -72.1% | +309.6% | -381.8% | -95.4% |
| All | -74.7% | +335.7% | -410.4% | -96.1% |
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