-39.3%
EVMN vs SPY
+14.8%
-54.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.6% |
| 7D | -7.3% | +0.1% | -7.4% | -7.4% |
| 30D | -5.8% | +0.1% | -5.8% | -5.8% |
| 3M | -40.7% | +2.0% | -42.7% | -40.9% |
| 6M | -48.0% | +13.0% | -61.0% | -57.0% |
| YTD | -28.3% | +13.5% | -41.9% | -42.0% |
| All | -39.3% | +14.8% | -54.1% | -52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling