+167.0%
EURL vs SPY
+74.5%
+92.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.4% | -1.5% | +3.3% |
| 7D | +0.6% | -4.7% | +5.4% | +11.4% |
| 30D | +4.7% | -5.9% | +10.6% | +19.0% |
| 3M | -13.7% | -4.5% | -9.1% | -4.6% |
| 6M | +1.6% | +1.8% | -0.2% | -0.6% |
| YTD | +7.8% | +8.3% | -0.6% | -5.3% |
| 1Y | +23.5% | +9.3% | +14.1% | +6.9% |
| All | +167.0% | +74.5% | +92.4% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling