-53.3%
EVCM vs SPY
+83.9%
-137.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.9% |
| 7D | -10.3% | -2.7% | -7.6% | -7.3% |
| 30D | -11.6% | -5.4% | -6.2% | -5.5% |
| 3M | -22.5% | -4.1% | -18.4% | -18.6% |
| 6M | -25.5% | +0.7% | -26.2% | -26.7% |
| YTD | -32.1% | +8.7% | -40.8% | -39.4% |
| 1Y | -29.1% | +10.9% | -40.0% | -38.6% |
| 3Y | -14.4% | +75.0% | -89.4% | -59.4% |
| 5Y | -58.3% | +67.8% | -126.1% | -78.5% |
| All | -53.3% | +83.9% | -137.2% | -77.6% |
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