+191.9%
EURL vs SPY
+311.8%
-119.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -3.9% |
| 7D | -3.1% | -0.9% | -2.2% | -0.9% |
| 30D | +11.3% | -2.4% | +13.6% | +18.0% |
| 3M | -12.4% | -1.2% | -11.2% | -9.6% |
| 6M | +1.8% | +3.3% | -1.5% | -4.9% |
| YTD | +11.1% | +12.3% | -1.2% | -13.0% |
| 1Y | +18.6% | +12.4% | +6.2% | -7.2% |
| 3Y | +173.2% | +78.8% | +94.4% | -31.2% |
| 5Y | +29.3% | +75.2% | -45.8% | -60.4% |
| 10Y | +191.9% | +311.1% | -119.2% | -85.5% |
| All | +191.9% | +311.8% | -119.8% | -85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling