+455.3%
EDEN vs SPY
+644.5%
-189.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +6.5% | +0.1% | +6.4% | +6.5% |
| 3M | +9.4% | +2.0% | +7.4% | +7.7% |
| 6M | +12.7% | +13.0% | -0.3% | +3.0% |
| YTD | +5.7% | +13.5% | -7.9% | -3.7% |
| 1Y | +12.2% | +20.0% | -7.8% | -1.7% |
| 3Y | +20.2% | +77.2% | -57.0% | -21.6% |
| 5Y | +11.1% | +81.9% | -70.7% | -29.3% |
| 10Y | +149.0% | +314.1% | -165.1% | -16.9% |
| All | +455.3% | +644.5% | -189.2% | +3.5% |
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