+175.6%
EDOW vs SPY
+253.0%
-77.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +1.5% | +2.6% | -1.1% | -0.7% |
| 30D | +2.7% | -2.0% | +4.7% | +4.4% |
| 3M | +0.8% | -2.8% | +3.6% | +3.2% |
| 6M | +9.7% | +2.1% | +7.6% | +7.4% |
| YTD | +14.0% | +11.5% | +2.5% | +3.3% |
| 1Y | +15.5% | +13.5% | +2.0% | +3.1% |
| 3Y | +64.6% | +77.7% | -13.1% | -2.1% |
| 5Y | +60.8% | +72.6% | -11.8% | -2.7% |
| All | +175.6% | +253.0% | -77.4% | -10.2% |
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