+166.7%
EURL vs SPY
+312.9%
-146.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.7% |
| 7D | -0.8% | -2.7% | +1.9% | +6.0% |
| 30D | +4.5% | -5.4% | +9.9% | +19.5% |
| 3M | -17.0% | -4.1% | -12.9% | -7.9% |
| 6M | -9.5% | +0.7% | -10.2% | -10.1% |
| YTD | +3.5% | +8.7% | -5.2% | -12.3% |
| 1Y | +20.0% | +10.9% | +9.1% | -3.0% |
| 3Y | +156.3% | +75.0% | +81.3% | -32.2% |
| 5Y | +17.6% | +67.8% | -50.2% | -60.0% |
| All | +166.7% | +312.9% | -146.1% | -86.3% |
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