-20.1%
EVCM vs SPY
+78.1%
-98.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -8.9% |
| 7D | -23.0% | +2.6% | -25.6% | -25.2% |
| 30D | -32.4% | -2.0% | -30.5% | -31.1% |
| 3M | -37.4% | -2.8% | -34.6% | -35.5% |
| 6M | -34.7% | +2.1% | -36.9% | -36.6% |
| YTD | -47.7% | +11.5% | -59.2% | -54.3% |
| 1Y | -27.4% | +13.5% | -40.9% | -37.9% |
| 3Y | -20.1% | +77.7% | -97.8% | -65.3% |
| All | -20.1% | +78.1% | -98.2% | -65.3% |
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