+3.6%
EVYM vs SPY
+29.1%
-25.5%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | -1.7% | -2.0% | +0.3% | -1.6% |
| 30D | -3.3% | -1.7% | -1.6% | -3.3% |
| 3M | -3.2% | +4.7% | -7.9% | -3.2% |
| 6M | -1.6% | +12.5% | -14.1% | -1.6% |
| YTD | 0.0% | +11.7% | -11.8% | 0.0% |
| 1Y | +3.1% | +17.5% | -14.4% | +3.3% |
| All | +3.6% | +29.1% | -25.5% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling