+39.4%
EDN vs SPY
+633.8%
-594.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +5.2% | +0.1% | +5.1% | +5.0% |
| 30D | -3.8% | +0.1% | -3.8% | -3.8% |
| 3M | -7.8% | +2.0% | -9.8% | -9.1% |
| 6M | -6.4% | +13.0% | -19.4% | -15.7% |
| YTD | -17.9% | +13.5% | -31.4% | -26.1% |
| 1Y | +13.4% | +20.0% | -6.5% | -1.8% |
| 3Y | +79.2% | +77.2% | +2.0% | +14.3% |
| 5Y | +241.7% | +81.9% | +159.8% | +110.9% |
| 10Y | +38.6% | +314.1% | -275.5% | -55.3% |
| All | +39.4% | +633.8% | -594.4% | -70.2% |
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 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