-55.0%
EVCM vs SPY
+92.1%
-147.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -44.5% |
| 1Y | -30.0% | +20.0% | -50.0% | -44.9% |
| 3Y | -25.4% | +77.2% | -102.5% | -64.9% |
| 5Y | -63.8% | +81.9% | -145.7% | -83.0% |
| All | -55.0% | +92.1% | -147.1% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling