-42.8%
EVI vs SPY
+76.5%
-119.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.4% |
| 7D | +16.5% | -0.4% | +16.9% | +16.9% |
| 30D | +8.1% | -1.4% | +9.5% | +9.7% |
| 3M | -11.3% | +3.7% | -15.0% | -15.1% |
| 6M | -18.6% | +13.0% | -31.6% | -29.3% |
| YTD | -38.2% | +12.4% | -50.6% | -46.0% |
| 1Y | -44.9% | +18.5% | -63.4% | -54.5% |
| All | -42.8% | +76.5% | -119.3% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling