+91.7%
EVLU vs SPY
+43.4%
+48.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +5.3% | +0.1% | +5.3% | +5.3% |
| 3M | +2.5% | +2.0% | +0.6% | +1.0% |
| 6M | +25.3% | +13.0% | +12.2% | +14.5% |
| YTD | +36.2% | +13.5% | +22.6% | +24.1% |
| 1Y | +60.1% | +20.0% | +40.1% | +40.9% |
| All | +91.7% | +43.4% | +48.3% | +51.7% |
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