-2.7%
EVO vs SPY
+927.9%
-930.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | -6.1% | +0.1% | -6.1% | -6.1% |
| 3M | -37.4% | +2.0% | -39.4% | -38.4% |
| 6M | -43.1% | +13.0% | -56.1% | -48.6% |
| YTD | -39.6% | +13.5% | -53.2% | -45.6% |
| 1Y | -44.8% | +20.0% | -64.8% | -52.6% |
| 3Y | -84.3% | +77.2% | -161.4% | -90.4% |
| 5Y | -92.6% | +81.9% | -174.4% | -95.5% |
| 10Y | -26.0% | +314.1% | -340.1% | -78.7% |
| All | -2.7% | +927.9% | -930.6% | -90.1% |
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