-66.4%
EDIT vs SPY
+78.7%
-145.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.6% | -5.0% |
| 7D | -1.3% | +0.5% | -1.9% | -2.4% |
| 30D | +5.2% | -0.9% | +6.2% | +7.5% |
| 3M | +14.6% | +3.9% | +10.7% | +5.3% |
| 6M | +51.5% | +14.5% | +37.0% | +14.9% |
| YTD | +47.8% | +12.9% | +34.9% | +16.0% |
| 1Y | +8.6% | +19.4% | -10.8% | -23.8% |
| 3Y | -66.4% | +78.5% | -144.9% | -88.9% |
| All | -66.4% | +78.7% | -145.1% | -88.9% |
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