+73.4%
EDD vs SPY
+640.0%
-566.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.1% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -0.8% | +0.1% | -0.9% | -0.9% |
| 3M | +12.9% | +2.0% | +11.0% | +11.6% |
| 6M | +10.1% | +13.0% | -2.9% | +2.6% |
| YTD | +16.6% | +13.5% | +3.0% | +8.2% |
| 1Y | +23.1% | +20.0% | +3.1% | +10.6% |
| 3Y | +74.2% | +77.2% | -3.0% | +22.8% |
| 5Y | +49.2% | +81.9% | -32.6% | +1.9% |
| 10Y | +74.7% | +314.1% | -239.3% | -31.5% |
| All | +73.4% | +640.0% | -566.6% | -62.0% |
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