-79.6%
EU vs SPY
+75.1%
-154.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.6% |
| 7D | -11.3% | -2.7% | -8.6% | -5.9% |
| 30D | -41.7% | -5.4% | -36.3% | -34.6% |
| 3M | -45.2% | -4.1% | -41.1% | -39.5% |
| 6M | -67.5% | +0.7% | -68.2% | -66.6% |
| YTD | -74.6% | +8.7% | -83.3% | -76.7% |
| 1Y | -75.5% | +10.9% | -86.4% | -78.1% |
| 3Y | -79.6% | +75.0% | -154.6% | -88.0% |
| All | -79.6% | +75.1% | -154.7% | -88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling