+544.1%
EUSA vs SPY
+805.5%
-261.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | 0.0% |
| 7D | -1.8% | -0.8% | -1.0% | -1.1% |
| 30D | -3.1% | -1.1% | -2.0% | -2.2% |
| 3M | +2.5% | +3.9% | -1.4% | -0.9% |
| 6M | +10.8% | +13.6% | -2.9% | -0.8% |
| YTD | +12.0% | +12.7% | -0.7% | +1.0% |
| 1Y | +12.8% | +17.5% | -4.7% | -1.9% |
| 3Y | +53.5% | +76.9% | -23.4% | -6.1% |
| 5Y | +44.1% | +83.6% | -39.5% | -14.4% |
| 10Y | +198.0% | +320.7% | -122.7% | -2.7% |
| All | +544.1% | +805.5% | -261.4% | +52.3% |
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 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