+175.4%
EDRY vs SPY
+13.6%
+161.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +114.2% |
| 3M | +159.3% | +2.0% | +157.3% | +154.7% |
| 6M | +175.4% | +13.0% | +162.4% | +145.6% |
| All | +175.4% | +13.6% | +161.9% | +145.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling