+45.8%
EDGH vs SPY
+37.1%
+8.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.0% |
| 7D | +1.2% | -0.4% | +1.6% | +1.3% |
| 30D | +1.4% | -1.4% | +2.8% | +1.6% |
| 3M | +6.4% | +3.7% | +2.7% | +5.9% |
| 6M | +0.9% | +13.0% | -12.1% | -0.3% |
| YTD | +15.4% | +12.4% | +3.0% | +14.0% |
| 1Y | +27.6% | +18.5% | +9.0% | +25.5% |
| All | +45.8% | +37.1% | +8.7% | +43.5% |
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