-2.7%
EDC vs SPY
+1,082.1%
-1,084.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.4% | +6.1% | +1.2% |
| 7D | -2.1% | +0.1% | -2.2% | -0.8% |
| 30D | -26.5% | -3.3% | -23.2% | -16.6% |
| 3M | -25.5% | -2.4% | -23.1% | -17.0% |
| 6M | -39.3% | +2.6% | -41.8% | -38.5% |
| YTD | +4.0% | +11.2% | -7.2% | -13.2% |
| 1Y | +7.2% | +13.4% | -6.1% | -15.3% |
| 3Y | +142.1% | +79.9% | +62.2% | -52.9% |
| 5Y | -24.0% | +72.2% | -96.2% | -82.7% |
| 10Y | +12.7% | +307.3% | -294.7% | -98.3% |
| All | -2.7% | +1,082.1% | -1,084.8% | -99.9% |
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