-81.6%
EU vs SPY
+689.4%
-771.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | +7.8% | +0.1% | +7.8% | +7.9% |
| 3M | -22.0% | +2.0% | -24.0% | -22.8% |
| 6M | -41.2% | +13.0% | -54.2% | -46.6% |
| YTD | -50.0% | +13.5% | -63.5% | -54.7% |
| 1Y | -46.6% | +20.0% | -66.5% | -53.5% |
| 3Y | -51.6% | +77.2% | -128.7% | -68.3% |
| 5Y | -72.1% | +81.9% | -154.0% | -81.6% |
| 10Y | +726.7% | +314.1% | +412.6% | +281.1% |
| All | -81.6% | +689.4% | -771.1% | -93.0% |
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 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