-90.7%
EU vs SPY
+653.2%
-743.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.4% | -8.1% | -8.3% |
| 7D | -20.3% | -4.7% | -15.5% | -16.0% |
| 30D | -44.7% | -5.9% | -38.8% | -41.0% |
| 3M | -45.2% | -4.5% | -40.7% | -42.0% |
| 6M | -66.1% | +1.8% | -67.9% | -65.9% |
| YTD | -74.6% | +8.3% | -82.9% | -75.7% |
| 1Y | -76.3% | +9.3% | -85.7% | -77.4% |
| 3Y | -80.3% | +74.9% | -155.1% | -86.7% |
| 5Y | -86.6% | +67.3% | -153.9% | -90.5% |
| 10Y | +600.0% | +311.6% | +288.4% | +235.3% |
| All | -90.7% | +653.2% | -743.9% | -96.2% |
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