+127.4%
EVR vs SPY
+81.0%
+46.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -1.9% |
| 7D | -0.3% | -0.4% | +0.1% | +0.3% |
| 30D | -3.1% | -1.4% | -1.7% | -1.0% |
| 3M | -19.1% | +3.7% | -22.8% | -23.1% |
| 6M | +1.3% | +13.0% | -11.7% | -14.8% |
| YTD | -14.7% | +12.4% | -27.1% | -27.4% |
| 1Y | -10.5% | +18.5% | -29.1% | -29.3% |
| 3Y | +114.2% | +77.6% | +36.6% | +2.3% |
| 5Y | +127.4% | +81.7% | +45.7% | +8.7% |
| All | +127.4% | +81.0% | +46.4% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling