+1,708.1%
EVR vs SPY
+753.8%
+954.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.4% | +0.7% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +8.6% | -3.3% | +11.9% | +13.7% |
| 3M | -3.2% | -2.4% | -0.8% | +0.3% |
| 6M | -13.0% | +2.6% | -15.5% | -15.3% |
| YTD | -12.5% | +11.2% | -23.7% | -22.8% |
| 1Y | -2.6% | +13.4% | -16.0% | -16.0% |
| 3Y | +124.2% | +79.9% | +44.3% | +11.6% |
| 5Y | +113.2% | +72.2% | +41.1% | +13.9% |
| 10Y | +523.7% | +307.3% | +216.4% | +19.9% |
| All | +1,708.1% | +753.8% | +954.3% | +51.1% |
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