+727.0%
EVT vs SPY
+1,042.6%
-315.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | +3.1% | +2.6% | +0.5% | +0.6% |
| 30D | +1.8% | -2.0% | +3.7% | +3.6% |
| 3M | -5.2% | -2.8% | -2.5% | -2.8% |
| 6M | +8.2% | +2.1% | +6.1% | +5.9% |
| YTD | +16.6% | +11.5% | +5.1% | +4.9% |
| 1Y | +22.4% | +13.5% | +8.9% | +8.3% |
| 3Y | +77.2% | +77.7% | -0.5% | +1.2% |
| 5Y | +40.2% | +72.6% | -32.4% | -18.3% |
| 10Y | +206.2% | +308.2% | -102.0% | -22.4% |
| All | +727.0% | +1,042.6% | -315.6% | -10.1% |
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