+1,642.9%
EVR vs SPY
+734.1%
+908.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.3% |
| 7D | -2.0% | -2.7% | +0.7% | +1.7% |
| 30D | +6.5% | -5.4% | +11.9% | +14.6% |
| 3M | -8.0% | -4.1% | -3.9% | -2.6% |
| 6M | -14.1% | +0.7% | -14.8% | -14.4% |
| YTD | -15.7% | +8.7% | -24.3% | -23.3% |
| 1Y | -5.0% | +10.9% | -15.9% | -15.7% |
| 3Y | +113.1% | +75.0% | +38.1% | +9.9% |
| 5Y | +105.7% | +67.8% | +37.9% | +13.5% |
| 10Y | +538.5% | +312.9% | +225.7% | +20.9% |
| All | +1,642.9% | +734.1% | +908.8% | +50.1% |
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