-26.7%
EUV vs SPY
+3.9%
-30.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.4% | +6.1% | +0.9% |
| 7D | 0.0% | +0.1% | -0.1% | -0.2% |
| 30D | -24.7% | -3.3% | -21.4% | -14.9% |
| 3M | -26.2% | -2.4% | -23.8% | -18.9% |
| 6M | -26.0% | +2.6% | -28.5% | -30.0% |
| All | -26.7% | +3.9% | -30.5% | -31.6% |
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