-85.4%
EDIT vs SPY
+311.8%
-397.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.3% | -6.3% | -7.3% |
| 7D | -12.5% | -0.9% | -11.6% | -11.0% |
| 30D | -13.5% | -2.4% | -11.1% | -9.1% |
| 3M | -19.3% | -1.2% | -18.2% | -16.7% |
| 6M | -22.2% | +3.3% | -25.5% | -25.6% |
| YTD | +16.1% | +12.3% | +3.8% | -2.7% |
| 1Y | -10.5% | +12.4% | -23.0% | -25.2% |
| 3Y | -69.0% | +78.8% | -147.8% | -87.4% |
| 5Y | -93.8% | +75.2% | -168.9% | -97.2% |
| 10Y | -85.4% | +311.1% | -396.5% | -98.2% |
| All | -85.4% | +311.8% | -397.2% | -98.2% |
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