+94.7%
EDRY vs SPY
+82.0%
+12.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.4% | +10.7% | +10.6% |
| 7D | +14.0% | +0.1% | +13.9% | +13.8% |
| 30D | +114.6% | +0.1% | +114.6% | +114.4% |
| 3M | +159.3% | +2.0% | +157.3% | +155.6% |
| 6M | +175.4% | +13.0% | +162.4% | +154.8% |
| YTD | +347.6% | +13.5% | +334.0% | +312.9% |
| 1Y | +426.9% | +20.0% | +406.9% | +370.0% |
| 3Y | +307.3% | +77.2% | +230.1% | +179.3% |
| All | +94.7% | +82.0% | +12.7% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling