-35.3%
EVI vs SPY
+79.8%
-115.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.0% |
| 7D | +18.6% | -2.0% | +20.6% | +20.5% |
| 30D | +6.1% | -1.7% | +7.8% | +7.6% |
| 3M | -11.4% | +4.7% | -16.1% | -15.0% |
| 6M | -18.0% | +12.5% | -30.5% | -26.0% |
| YTD | -37.3% | +11.7% | -49.0% | -43.0% |
| 1Y | -43.6% | +17.5% | -61.0% | -50.7% |
| 3Y | -41.5% | +76.6% | -118.1% | -61.0% |
| 5Y | -35.3% | +82.0% | -117.3% | -55.8% |
| All | -35.3% | +79.8% | -115.0% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling