+1,688.9%
ED vs SPY
+3,027.0%
-1,338.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +11.6% | -3.3% | +14.9% | +12.9% |
| 3M | +10.5% | -2.4% | +13.0% | +11.4% |
| 6M | +13.2% | +2.6% | +10.7% | +11.6% |
| YTD | +22.1% | +11.2% | +10.9% | +16.0% |
| 1Y | +24.2% | +13.4% | +10.8% | +16.9% |
| 3Y | +46.9% | +79.9% | -33.0% | +11.4% |
| 5Y | +80.8% | +72.2% | +8.6% | +38.1% |
| 10Y | +134.3% | +307.3% | -173.1% | +20.0% |
| All | +1,688.9% | +3,027.0% | -1,338.1% | +125.7% |
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