-87.4%
EDIT vs SPY
+308.5%
-395.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.4% | -9.7% | -9.5% |
| 7D | -16.1% | +3.3% | -19.4% | -20.7% |
| 30D | -12.5% | -2.7% | -9.8% | -7.4% |
| 3M | -24.6% | -1.7% | -22.9% | -21.3% |
| 6M | -27.0% | +3.1% | -30.0% | -29.8% |
| YTD | +4.4% | +11.9% | -7.5% | -11.9% |
| 1Y | -20.7% | +12.0% | -32.7% | -33.2% |
| 3Y | -72.1% | +78.2% | -150.3% | -88.6% |
| 5Y | -94.4% | +73.2% | -167.6% | -97.4% |
| All | -87.4% | +308.5% | -395.9% | -98.4% |
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