+600.0%
EU vs SPY
+304.1%
+295.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.4% | -9.6% | -9.6% |
| 7D | -8.7% | -0.6% | -8.1% | -7.4% |
| 30D | -35.1% | -3.7% | -31.4% | -31.4% |
| 3M | -51.9% | -2.7% | -49.2% | -49.5% |
| 6M | -62.0% | +2.2% | -64.2% | -61.8% |
| YTD | -74.6% | +10.8% | -85.4% | -76.5% |
| 1Y | -77.1% | +11.2% | -88.3% | -78.8% |
| 3Y | -80.9% | +76.5% | -157.4% | -88.4% |
| 5Y | -86.2% | +72.9% | -159.1% | -91.3% |
| 10Y | +600.0% | +304.8% | +295.2% | +180.3% |
| All | +600.0% | +304.1% | +295.9% | +180.3% |
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