-93.0%
EVO vs SPY
+74.0%
-167.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | -6.7% | +3.3% | -10.0% | -10.0% |
| 30D | +23.0% | -2.7% | +25.6% | +25.9% |
| 3M | -24.2% | -1.7% | -22.5% | -23.3% |
| 6M | -44.7% | +3.1% | -47.8% | -47.0% |
| YTD | -46.1% | +11.9% | -58.0% | -52.8% |
| 1Y | -47.1% | +12.0% | -59.1% | -53.7% |
| 3Y | -82.2% | +78.2% | -160.4% | -91.4% |
| 5Y | -93.0% | +73.2% | -166.2% | -96.7% |
| All | -93.0% | +74.0% | -167.0% | -96.7% |
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