+287.9%
EVN vs SPY
+883.1%
-595.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +1.6% | +0.1% | +1.6% | +1.6% |
| 3M | -0.5% | +2.0% | -2.5% | -0.9% |
| 6M | -0.6% | +13.0% | -13.6% | -3.2% |
| YTD | +2.5% | +13.5% | -11.1% | -0.3% |
| 1Y | +7.6% | +20.0% | -12.4% | +3.4% |
| 3Y | +31.3% | +77.2% | -45.8% | +15.7% |
| 5Y | -2.8% | +81.9% | -84.7% | -15.4% |
| 10Y | +21.4% | +314.1% | -292.7% | -12.6% |
| All | +287.9% | +883.1% | -595.1% | +118.8% |
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