+125.5%
EVTC vs SPY
+306.4%
-180.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +6.1% | -0.6% | +6.7% | +6.6% |
| 30D | +11.9% | -3.7% | +15.6% | +15.7% |
| 3M | +11.9% | -2.7% | +14.6% | +14.8% |
| 6M | +38.6% | +2.2% | +36.4% | +35.3% |
| YTD | +14.6% | +10.8% | +3.8% | +3.4% |
| 1Y | +23.3% | +11.2% | +12.1% | +10.7% |
| 3Y | +2.2% | +76.5% | -74.3% | -42.7% |
| 5Y | -22.6% | +72.9% | -95.5% | -56.0% |
| All | +125.5% | +306.4% | -180.9% | -53.8% |
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