+159.1%
SPEU vs SPY
+315.0%
-155.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +1.1% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +4.6% | -3.3% | +7.9% | +7.4% |
| 3M | -2.7% | -2.4% | -0.3% | -0.8% |
| 6M | +3.4% | +2.6% | +0.9% | +1.2% |
| YTD | +9.3% | +11.2% | -2.0% | +0.2% |
| 1Y | +15.6% | +13.4% | +2.2% | +4.3% |
| 3Y | +69.1% | +79.9% | -10.8% | +2.7% |
| 5Y | +49.6% | +72.2% | -22.6% | -6.4% |
| 10Y | +159.1% | +307.3% | -148.2% | -24.5% |
| All | +159.1% | +315.0% | -155.9% | -24.5% |
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