-59.2%
EVCM vs SPY
+91.1%
-150.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -8.6% |
| 7D | -11.0% | +0.5% | -11.6% | -11.6% |
| 30D | -34.2% | -0.9% | -33.3% | -33.3% |
| 3M | -20.8% | +3.9% | -24.6% | -24.6% |
| 6M | -41.4% | +14.5% | -56.0% | -50.9% |
| YTD | -40.7% | +12.9% | -53.6% | -49.3% |
| 1Y | -38.6% | +19.4% | -58.0% | -51.4% |
| 3Y | -28.0% | +78.5% | -106.4% | -66.4% |
| 5Y | -62.7% | +81.8% | -144.4% | -82.4% |
| All | -59.2% | +91.1% | -150.3% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling