-17.3%
EVO vs SPY
+909.3%
-926.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.5% | -4.5% |
| 7D | -6.5% | +2.6% | -9.1% | -8.5% |
| 30D | +10.5% | -2.0% | +12.5% | +11.9% |
| 3M | -21.8% | -2.8% | -19.0% | -20.3% |
| 6M | -41.9% | +2.1% | -44.1% | -43.2% |
| YTD | -48.7% | +11.5% | -60.2% | -53.3% |
| 1Y | -50.2% | +13.5% | -63.6% | -55.3% |
| 3Y | -83.2% | +77.7% | -160.9% | -89.9% |
| 5Y | -93.3% | +72.6% | -165.9% | -95.8% |
| 10Y | -42.9% | +308.2% | -351.1% | -83.5% |
| All | -17.3% | +909.3% | -926.6% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling