-41.9%
EVO vs SPY
+2.7%
-44.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.5% | -4.7% |
| 7D | -6.5% | +2.6% | -9.1% | -7.3% |
| 30D | +10.5% | -2.0% | +12.5% | +11.3% |
| 3M | -21.8% | -2.8% | -19.0% | -20.6% |
| 6M | -41.9% | +2.1% | -44.1% | -44.5% |
| All | -41.9% | +2.7% | -44.6% | -44.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling