+89.0%
EVI vs SPY
+307.0%
-218.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.4% | -5.4% |
| 7D | -1.1% | +2.6% | -3.7% | -3.1% |
| 30D | +7.7% | -2.0% | +9.7% | +9.6% |
| 3M | +26.6% | -2.8% | +29.4% | +29.6% |
| 6M | +29.1% | +2.1% | +26.9% | +26.4% |
| YTD | -16.4% | +11.5% | -27.9% | -24.0% |
| 1Y | -9.2% | +13.5% | -22.7% | -18.5% |
| 3Y | -13.8% | +77.7% | -91.5% | -45.5% |
| 5Y | -37.7% | +72.6% | -110.3% | -59.8% |
| All | +89.0% | +307.0% | -218.0% | -35.2% |
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