+591.9%
EDRY vs SPY
+220.8%
+371.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.4% | +10.7% | +10.5% |
| 7D | +14.0% | +0.1% | +13.9% | +13.9% |
| 30D | +114.6% | +0.1% | +114.6% | +114.5% |
| 3M | +159.3% | +2.0% | +157.3% | +156.9% |
| 6M | +175.4% | +13.0% | +162.4% | +161.7% |
| YTD | +347.6% | +13.5% | +334.0% | +324.6% |
| 1Y | +426.9% | +20.0% | +406.9% | +389.0% |
| 3Y | +307.3% | +77.2% | +230.1% | +223.3% |
| 5Y | +105.1% | +81.9% | +23.2% | +59.9% |
| All | +591.9% | +220.8% | +371.2% | +374.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling