-50.2%
EVO vs SPY
+12.1%
-62.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.5% | -4.4% |
| 7D | -6.5% | +2.6% | -9.1% | -9.1% |
| 30D | +10.5% | -2.0% | +12.5% | +12.5% |
| 3M | -21.8% | -2.8% | -19.0% | -19.4% |
| 6M | -41.9% | +2.1% | -44.1% | -45.3% |
| YTD | -48.7% | +11.5% | -60.2% | -59.5% |
| 1Y | -50.2% | +13.5% | -63.6% | -62.2% |
| All | -50.2% | +12.1% | -62.2% | -62.2% |
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