-46.4%
EVMN vs SPY
+13.6%
-60.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.1% | -0.5% | -16.7% | -16.6% |
| 7D | -13.1% | -0.4% | -12.8% | -12.8% |
| 30D | -23.0% | -1.4% | -21.6% | -21.8% |
| 3M | -47.1% | +3.7% | -50.8% | -49.0% |
| 6M | -56.0% | +13.0% | -69.0% | -63.8% |
| YTD | -36.7% | +12.4% | -49.1% | -48.2% |
| All | -46.4% | +13.6% | -60.1% | -57.1% |
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