+635.9%
EDRY vs SPY
+217.5%
+418.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.5% | +8.5% | +8.2% |
| 7D | +9.1% | -0.4% | +9.4% | +9.1% |
| 30D | +67.8% | -1.4% | +69.2% | +68.7% |
| 3M | +174.3% | +3.7% | +170.6% | +169.9% |
| 6M | +215.0% | +13.0% | +202.0% | +199.3% |
| YTD | +376.0% | +12.4% | +363.6% | +353.5% |
| 1Y | +443.9% | +18.5% | +425.4% | +407.3% |
| 3Y | +334.7% | +77.6% | +257.1% | +244.8% |
| 5Y | +102.6% | +81.7% | +20.9% | +58.2% |
| All | +635.9% | +217.5% | +418.4% | +407.1% |
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