+511.1%
EU vs SPY
+307.0%
+204.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.3% |
| 7D | -12.7% | +2.6% | -15.3% | -15.2% |
| 30D | -35.3% | -2.0% | -33.3% | -33.2% |
| 3M | -51.8% | -2.8% | -49.0% | -49.3% |
| 6M | -65.4% | +2.1% | -67.5% | -65.2% |
| YTD | -77.8% | +11.5% | -89.3% | -79.6% |
| 1Y | -78.5% | +13.5% | -92.0% | -80.6% |
| 3Y | -84.6% | +77.7% | -162.3% | -90.8% |
| 5Y | -88.6% | +72.6% | -161.2% | -92.9% |
| All | +511.1% | +307.0% | +204.1% | +145.4% |
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 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