+46.9%
EURL vs SPY
+415.3%
-368.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.9% |
| 7D | -1.3% | +0.1% | -1.4% | -1.6% |
| 30D | -1.7% | +0.1% | -1.7% | -1.8% |
| 3M | +9.4% | +2.0% | +7.4% | +4.8% |
| 6M | +12.7% | +13.0% | -0.3% | -14.8% |
| YTD | +22.7% | +13.5% | +9.2% | -7.8% |
| 1Y | +48.9% | +20.0% | +28.9% | -2.7% |
| 3Y | +161.6% | +77.2% | +84.5% | -36.2% |
| 5Y | +37.3% | +81.9% | -44.6% | -64.1% |
| 10Y | +164.1% | +314.1% | -149.9% | -89.9% |
| All | +46.9% | +415.3% | -368.4% | -96.4% |
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