+88.9%
EVTC vs SPY
+482.4%
-393.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.7% |
| 7D | +6.4% | -2.7% | +9.1% | +9.2% |
| 30D | +15.8% | -5.4% | +21.2% | +21.9% |
| 3M | +8.4% | -4.1% | +12.5% | +12.7% |
| 6M | +19.6% | +0.7% | +18.9% | +18.5% |
| YTD | +16.0% | +8.7% | +7.3% | +6.7% |
| 1Y | +20.1% | +10.9% | +9.2% | +8.2% |
| 3Y | +1.5% | +75.0% | -73.5% | -42.3% |
| 5Y | -20.6% | +67.8% | -88.4% | -53.2% |
| 10Y | +151.3% | +312.9% | -161.5% | -40.2% |
| All | +88.9% | +482.4% | -393.4% | -66.4% |
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