+121.4%
EVR vs SPY
+78.1%
+43.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +1.0% |
| 7D | +4.1% | +2.6% | +1.5% | -0.3% |
| 30D | +16.5% | -2.0% | +18.4% | +20.6% |
| 3M | -4.9% | -2.8% | -2.1% | 0.0% |
| 6M | -11.4% | +2.1% | -13.5% | -14.2% |
| YTD | -12.2% | +11.5% | -23.7% | -26.3% |
| 1Y | -2.3% | +13.5% | -15.8% | -20.3% |
| 3Y | +121.4% | +77.7% | +43.7% | -6.3% |
| All | +121.4% | +78.1% | +43.3% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling