+600.0%
EU vs SPY
+312.9%
+287.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.4% |
| 7D | -11.3% | -2.7% | -8.6% | -7.9% |
| 30D | -41.7% | -5.4% | -36.3% | -37.3% |
| 3M | -45.2% | -4.1% | -41.1% | -41.6% |
| 6M | -67.5% | +0.7% | -68.2% | -66.9% |
| YTD | -74.6% | +8.7% | -83.3% | -76.0% |
| 1Y | -75.5% | +10.9% | -86.4% | -77.2% |
| 3Y | -79.6% | +75.0% | -154.6% | -87.5% |
| 5Y | -86.6% | +67.8% | -154.4% | -91.3% |
| All | +600.0% | +312.9% | +287.1% | +275.0% |
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