-82.3%
EDIT vs SPY
+377.3%
-459.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.5% |
| 7D | +2.2% | +0.1% | +2.1% | +2.0% |
| 30D | +17.5% | +0.1% | +17.4% | +17.5% |
| 3M | +8.0% | +2.0% | +6.0% | +4.4% |
| 6M | +47.5% | +13.0% | +34.5% | +20.3% |
| YTD | +57.6% | +13.5% | +44.0% | +28.2% |
| 1Y | +28.2% | +20.0% | +8.2% | -4.9% |
| 3Y | -64.4% | +77.2% | -141.6% | -85.4% |
| 5Y | -95.3% | +81.9% | -177.1% | -98.0% |
| 10Y | -80.0% | +314.1% | -394.0% | -97.5% |
| All | -82.3% | +377.3% | -459.5% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling