+22.5%
EURL vs SPY
+67.0%
-44.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.4% | -1.5% | +4.3% |
| 7D | +0.6% | -4.7% | +5.4% | +12.6% |
| 30D | +4.7% | -5.9% | +10.6% | +20.6% |
| 3M | -13.7% | -4.5% | -9.1% | -3.6% |
| 6M | +1.6% | +1.8% | -0.2% | -1.2% |
| YTD | +7.8% | +8.3% | -0.6% | -7.1% |
| 1Y | +23.5% | +9.3% | +14.1% | +4.5% |
| 3Y | +164.9% | +74.9% | +90.0% | -26.2% |
| 5Y | +22.5% | +67.3% | -44.8% | -57.9% |
| All | +22.5% | +67.0% | -44.5% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling