+367.5%
EDRY vs SPY
+213.1%
+154.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -1.8% | -0.6% | -1.2% | -1.4% |
| 30D | -33.9% | -3.7% | -30.2% | -32.7% |
| 3M | +6.6% | -2.7% | +9.4% | +8.0% |
| 6M | +79.0% | +2.2% | +76.9% | +77.6% |
| YTD | +202.4% | +10.8% | +191.6% | +190.3% |
| 1Y | +187.9% | +11.2% | +176.6% | +175.9% |
| 3Y | +159.2% | +76.5% | +82.7% | +106.7% |
| 5Y | +35.1% | +72.9% | -37.8% | +7.2% |
| All | +367.5% | +213.1% | +154.4% | +224.6% |
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