+15.3%
EDGQ vs SPY
+11.4%
+3.9%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | -1.1% | -2.0% | +0.9% | +1.5% |
| 30D | -0.8% | -1.7% | +0.8% | +1.3% |
| 3M | +2.5% | +4.7% | -2.2% | -3.0% |
| 6M | +14.3% | +12.5% | +1.8% | +0.7% |
| All | +15.3% | +11.4% | +3.9% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling