+89.7%
EVTC vs SPY
+314.4%
-224.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.8% |
| 7D | -0.4% | +0.5% | -1.0% | -0.9% |
| 30D | -2.7% | -0.9% | -1.8% | -1.8% |
| 3M | +28.7% | +3.9% | +24.8% | +24.0% |
| 6M | +2.1% | +14.5% | -12.4% | -10.6% |
| YTD | +0.3% | +12.9% | -12.6% | -11.0% |
| 1Y | -15.0% | +19.4% | -34.4% | -28.7% |
| 3Y | -21.7% | +78.5% | -100.2% | -56.5% |
| 5Y | -35.3% | +81.8% | -117.0% | -65.0% |
| All | +89.7% | +314.4% | -224.7% | -62.6% |
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 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