+1,691.5%
ED vs SPY
+2,954.7%
-1,263.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | +1.6% | -2.7% | +4.3% | +2.7% |
| 30D | +13.3% | -5.4% | +18.7% | +15.7% |
| 3M | +9.7% | -4.1% | +13.8% | +11.4% |
| 6M | +12.8% | +0.7% | +12.1% | +12.0% |
| YTD | +22.3% | +8.7% | +13.6% | +17.3% |
| 1Y | +26.3% | +10.9% | +15.4% | +20.0% |
| 3Y | +45.0% | +75.0% | -30.0% | +11.2% |
| 5Y | +80.2% | +67.8% | +12.4% | +39.1% |
| 10Y | +129.9% | +312.9% | -183.0% | +17.0% |
| All | +1,691.5% | +2,954.7% | -1,263.2% | +128.2% |
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 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