-93.0%
EUDA vs SPY
+77.4%
-170.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -5.9% | -6.4% |
| 7D | -7.7% | +0.1% | -7.8% | -7.7% |
| 30D | -21.6% | +0.1% | -21.7% | -21.6% |
| 3M | -17.3% | +2.0% | -19.3% | -17.1% |
| 6M | -14.3% | +13.0% | -27.3% | -13.4% |
| YTD | -70.8% | +13.5% | -84.3% | -70.5% |
| 1Y | -55.0% | +20.0% | -75.0% | -54.3% |
| 3Y | -44.7% | +77.2% | -121.9% | -41.8% |
| All | -93.0% | +77.4% | -170.4% | -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 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