+2,648.7%
EVI vs SPY
+3,091.8%
-443.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.0% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -2.3% | +0.1% | -2.3% | -2.3% |
| 3M | -23.4% | +2.0% | -25.4% | -24.0% |
| 6M | -34.8% | +13.0% | -47.8% | -37.6% |
| YTD | -44.6% | +13.5% | -58.1% | -47.0% |
| 1Y | -50.6% | +20.0% | -70.6% | -53.7% |
| 3Y | -46.7% | +77.2% | -123.9% | -55.7% |
| 5Y | -44.6% | +81.9% | -126.5% | -54.4% |
| 10Y | +201.4% | +314.1% | -112.6% | +104.2% |
| All | +2,648.7% | +3,091.8% | -443.1% | +1,066.4% |
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