-93.0%
EUDA vs SPY
+69.8%
-162.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.3% | -9.2% | -8.8% |
| 7D | -23.7% | -2.7% | -21.0% | -23.7% |
| 30D | -29.0% | -5.4% | -23.6% | -29.2% |
| 3M | -17.1% | -4.1% | -13.0% | -17.2% |
| 6M | +2.6% | +0.7% | +1.9% | +2.9% |
| YTD | -70.8% | +8.7% | -79.4% | -70.5% |
| 1Y | -77.6% | +10.9% | -88.5% | -77.4% |
| 3Y | -51.4% | +75.0% | -126.4% | -47.9% |
| All | -93.0% | +69.8% | -162.8% | -91.7% |
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