+160.6%
EVI vs SPY
+322.5%
-161.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.2% |
| 7D | +16.4% | -0.8% | +17.2% | +17.1% |
| 30D | -0.7% | -1.1% | +0.4% | +0.2% |
| 3M | -7.2% | +3.9% | -11.1% | -10.3% |
| 6M | -16.3% | +13.6% | -29.9% | -25.0% |
| YTD | -35.5% | +12.7% | -48.1% | -41.7% |
| 1Y | -43.1% | +17.5% | -60.6% | -50.3% |
| 3Y | -40.2% | +76.9% | -117.1% | -61.7% |
| 5Y | -33.4% | +83.6% | -117.0% | -58.7% |
| All | +160.6% | +322.5% | -161.9% | +26.6% |
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