-83.2%
EDIT vs SPY
+312.5%
-395.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.1% | -7.8% |
| 7D | -10.1% | -0.4% | -9.7% | -9.4% |
| 30D | -1.4% | -1.4% | 0.0% | +1.3% |
| 3M | +4.5% | +3.7% | +0.8% | -2.1% |
| 6M | +19.4% | +13.0% | +6.4% | -2.7% |
| YTD | +35.1% | +12.4% | +22.7% | +12.0% |
| 1Y | +0.4% | +18.5% | -18.2% | -24.0% |
| 3Y | -69.3% | +77.6% | -146.9% | -87.5% |
| 5Y | -95.7% | +81.7% | -177.4% | -98.2% |
| 10Y | -83.2% | +319.7% | -402.9% | -98.1% |
| All | -83.2% | +312.5% | -395.7% | -98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling