-49.3%
EVLV vs SPY
+151.0%
-200.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.1% |
| 7D | -3.3% | -0.4% | -3.0% | -2.9% |
| 30D | -15.9% | -1.4% | -14.5% | -14.3% |
| 3M | -18.5% | +3.7% | -22.2% | -22.3% |
| 6M | -5.2% | +13.0% | -18.2% | -19.5% |
| YTD | -31.1% | +12.4% | -43.5% | -41.0% |
| 1Y | -41.0% | +18.5% | -59.5% | -53.0% |
| 3Y | -27.6% | +77.6% | -105.2% | -65.1% |
| 5Y | -25.2% | +81.7% | -106.9% | -65.7% |
| All | -49.3% | +151.0% | -200.3% | -77.3% |
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