-92.4%
EUDA vs SPY
+73.1%
-165.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.4% |
| 7D | -7.9% | -0.6% | -7.3% | -7.9% |
| 30D | -20.6% | -3.7% | -17.0% | -20.8% |
| 3M | -0.9% | -2.7% | +1.8% | -1.1% |
| 6M | +6.5% | +2.2% | +4.4% | +6.9% |
| YTD | -68.3% | +10.8% | -79.1% | -68.0% |
| 1Y | -76.0% | +11.2% | -87.2% | -75.7% |
| 3Y | -43.6% | +76.5% | -120.1% | -39.6% |
| All | -92.4% | +73.1% | -165.5% | -91.0% |
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