-27.7%
EVO vs SPY
+318.9%
-346.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.7% |
| 7D | -6.8% | -2.0% | -4.9% | -5.2% |
| 30D | -15.7% | -1.7% | -14.1% | -14.5% |
| 3M | -32.2% | +4.7% | -36.9% | -34.8% |
| 6M | -33.7% | +12.5% | -46.2% | -39.7% |
| YTD | -42.5% | +11.7% | -54.3% | -47.4% |
| 1Y | -48.1% | +17.5% | -65.6% | -54.4% |
| 3Y | -84.6% | +76.6% | -161.1% | -90.4% |
| 5Y | -93.2% | +82.0% | -175.3% | -95.9% |
| All | -27.7% | +318.9% | -346.6% | -74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling