+113.1%
EVR vs SPY
+75.1%
+38.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.4% |
| 7D | -2.0% | -2.7% | +0.7% | +2.7% |
| 30D | +6.5% | -5.4% | +11.9% | +17.1% |
| 3M | -8.0% | -4.1% | -3.9% | -1.0% |
| 6M | -14.1% | +0.7% | -14.8% | -14.8% |
| YTD | -15.7% | +8.7% | -24.3% | -26.0% |
| 1Y | -5.0% | +10.9% | -15.9% | -19.3% |
| 3Y | +113.1% | +75.0% | +38.1% | -4.0% |
| All | +113.1% | +75.1% | +38.0% | -4.0% |
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