+1,724.1%
EVR vs SPY
+771.5%
+952.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | -6.3% | +0.1% | -6.3% | -6.3% |
| 3M | -13.8% | +2.0% | -15.8% | -15.8% |
| 6M | -4.4% | +13.0% | -17.4% | -17.9% |
| YTD | -11.7% | +13.5% | -25.3% | -24.3% |
| 1Y | -5.3% | +20.0% | -25.3% | -24.2% |
| 3Y | +119.1% | +77.2% | +41.9% | +10.9% |
| 5Y | +135.1% | +81.9% | +53.2% | +16.9% |
| 10Y | +611.6% | +314.1% | +297.5% | +33.6% |
| All | +1,724.1% | +771.5% | +952.7% | +48.0% |
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 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