-29.9%
EVCM vs SPY
+21.3%
-51.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.9% |
| 7D | -15.1% | +0.3% | -15.4% | -15.3% |
| 30D | -33.8% | +0.2% | -34.0% | -33.8% |
| 3M | -15.9% | +2.8% | -18.7% | -17.6% |
| 6M | -31.7% | +14.3% | -45.9% | -38.7% |
| YTD | -34.5% | +14.0% | -48.5% | -40.9% |
| All | -29.9% | +21.3% | -51.3% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling