-27.5%
EUV vs SPY
+4.1%
-31.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.0% |
| 7D | +7.2% | +2.6% | +4.6% | -0.8% |
| 30D | -16.0% | -2.0% | -14.0% | -9.2% |
| 3M | -28.4% | -2.8% | -25.6% | -20.0% |
| 6M | -30.3% | +2.1% | -32.4% | -33.2% |
| All | -27.5% | +4.1% | -31.6% | -32.8% |
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