+1,521.2%
ED vs SPY
+3,091.8%
-1,570.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -0.1% | +0.1% | -0.2% | -0.2% |
| 3M | +3.9% | +2.0% | +1.9% | +2.9% |
| 6M | -3.0% | +13.0% | -16.0% | -8.2% |
| YTD | +10.7% | +13.5% | -2.9% | +4.5% |
| 1Y | +13.3% | +20.0% | -6.6% | +4.3% |
| 3Y | +34.5% | +77.2% | -42.7% | +2.9% |
| 5Y | +67.1% | +81.9% | -14.7% | +24.8% |
| 10Y | +103.0% | +314.1% | -211.0% | +3.6% |
| All | +1,521.2% | +3,091.8% | -1,570.6% | +103.3% |
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