+123.1%
EDIV vs SPY
+318.9%
-195.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.4% |
| 7D | -1.0% | -2.0% | +1.0% | +0.3% |
| 30D | +0.2% | -1.7% | +1.8% | +1.2% |
| 3M | +3.7% | +4.7% | -1.0% | +0.6% |
| 6M | +5.1% | +12.5% | -7.4% | -2.7% |
| YTD | +8.5% | +11.7% | -3.3% | +0.9% |
| 1Y | +11.5% | +17.5% | -6.0% | +0.3% |
| 3Y | +56.1% | +76.6% | -20.5% | +5.2% |
| 5Y | +69.9% | +82.0% | -12.2% | +10.2% |
| All | +123.1% | +318.9% | -195.8% | -33.3% |
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