-59.7%
EVCM vs SPY
+82.0%
-141.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.4% |
| 7D | -13.9% | +0.1% | -14.0% | -14.0% |
| 30D | -33.2% | +0.1% | -33.2% | -33.1% |
| 3M | -16.7% | +2.0% | -18.7% | -18.9% |
| 6M | -35.8% | +13.0% | -48.8% | -45.3% |
| YTD | -34.6% | +13.5% | -48.1% | -44.6% |
| 1Y | -30.0% | +20.0% | -50.0% | -45.0% |
| 3Y | -25.4% | +77.2% | -102.5% | -65.1% |
| All | -59.7% | +82.0% | -141.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling