+155.5%
EDRY vs SPY
+78.0%
+77.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.4% | +8.7% | +9.7% |
| 7D | -5.6% | +0.1% | -5.6% | -5.4% |
| 30D | -34.5% | -3.3% | -31.2% | -33.1% |
| 3M | +10.7% | -2.4% | +13.2% | +12.3% |
| 6M | +77.4% | +2.6% | +74.9% | +75.1% |
| YTD | +199.7% | +11.2% | +188.4% | +183.3% |
| 1Y | +206.9% | +13.4% | +193.5% | +187.6% |
| 3Y | +155.5% | +79.9% | +75.6% | +118.3% |
| All | +155.5% | +78.0% | +77.5% | +118.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling