+760.8%
EVT vs SPY
+1,063.6%
-302.9%
-74.0%
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% | +0.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +2.0% | +0.1% | +1.9% | +1.9% |
| 3M | +9.0% | +2.0% | +7.0% | +6.9% |
| 6M | +16.0% | +13.0% | +3.0% | +3.2% |
| YTD | +21.4% | +13.5% | +7.8% | +7.4% |
| 1Y | +28.9% | +20.0% | +8.9% | +8.1% |
| 3Y | +64.4% | +77.2% | -12.8% | -5.7% |
| 5Y | +50.9% | +81.9% | -31.0% | -16.4% |
| 10Y | +207.9% | +314.1% | -106.2% | -22.9% |
| All | +760.8% | +1,063.6% | -302.9% | -7.9% |
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