+391.3%
SPEU vs SPY
+1,248.2%
-856.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -0.2% | +0.1% | -0.2% | -0.3% |
| 3M | +4.3% | +2.0% | +2.3% | +2.3% |
| 6M | +7.6% | +13.0% | -5.4% | -4.0% |
| YTD | +11.2% | +13.5% | -2.3% | -1.3% |
| 1Y | +20.5% | +20.0% | +0.6% | +1.4% |
| 3Y | +65.5% | +77.2% | -11.7% | -5.7% |
| 5Y | +52.7% | +81.9% | -29.2% | -16.0% |
| 10Y | +151.0% | +314.1% | -163.0% | -40.5% |
| All | +391.3% | +1,248.2% | -856.9% | -57.8% |
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 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