-91.9%
EUDA vs SPY
+74.2%
-166.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +15.1% | +2.6% | +12.5% | +15.2% |
| 30D | +1.0% | -2.0% | +3.0% | +0.8% |
| 3M | +11.1% | -2.8% | +13.9% | +10.8% |
| 6M | +8.1% | +2.1% | +6.0% | +8.4% |
| YTD | -66.3% | +11.5% | -77.8% | -66.0% |
| 1Y | -74.3% | +13.5% | -87.8% | -74.1% |
| 3Y | -34.7% | +77.7% | -112.4% | -30.0% |
| All | -91.9% | +74.2% | -166.1% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling