+149.2%
SPEU vs SPY
+311.3%
-162.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.1% |
| 7D | +0.5% | +0.5% | -0.1% | 0.0% |
| 30D | -1.5% | -0.9% | -0.6% | -0.8% |
| 3M | +5.4% | +3.9% | +1.5% | +2.1% |
| 6M | +9.9% | +14.5% | -4.6% | -1.5% |
| YTD | +10.6% | +12.9% | -2.3% | +0.2% |
| 1Y | +18.4% | +19.4% | -1.0% | +2.5% |
| 3Y | +67.8% | +78.5% | -10.6% | +2.6% |
| 5Y | +54.0% | +81.8% | -27.8% | -7.9% |
| 10Y | +149.2% | +311.5% | -162.3% | -26.2% |
| All | +149.2% | +311.3% | -162.1% | -26.2% |
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