+4.2%
EDC vs SPY
+12.1%
-7.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | +0.4% |
| 7D | +7.4% | +2.6% | +4.8% | -3.9% |
| 30D | -18.6% | -2.0% | -16.6% | -8.6% |
| 3M | -29.4% | -2.8% | -26.6% | -16.6% |
| 6M | -37.5% | +2.1% | -39.6% | -37.4% |
| YTD | +3.1% | +11.5% | -8.4% | -24.6% |
| 1Y | +4.2% | +13.5% | -9.2% | -26.8% |
| All | +4.2% | +12.1% | -7.8% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling