-93.2%
EVO vs SPY
+82.3%
-175.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -3.2% |
| 7D | -7.0% | -0.8% | -6.2% | -6.2% |
| 30D | -21.0% | -1.1% | -19.9% | -20.0% |
| 3M | -36.4% | +3.9% | -40.3% | -39.1% |
| 6M | -30.8% | +13.6% | -44.4% | -39.9% |
| YTD | -43.8% | +12.7% | -56.5% | -50.6% |
| 1Y | -50.3% | +17.5% | -67.8% | -58.3% |
| 3Y | -85.2% | +76.9% | -162.1% | -92.5% |
| All | -93.2% | +82.3% | -175.5% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling