+363.3%
EDRY vs SPY
+214.3%
+149.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.4% | +8.7% | +10.1% |
| 7D | -5.6% | +0.1% | -5.6% | -5.5% |
| 30D | -34.5% | -3.3% | -31.2% | -33.4% |
| 3M | +10.7% | -2.4% | +13.2% | +12.0% |
| 6M | +77.4% | +2.6% | +74.9% | +75.8% |
| YTD | +199.7% | +11.2% | +188.4% | +187.2% |
| 1Y | +206.9% | +13.4% | +193.5% | +191.9% |
| 3Y | +155.5% | +79.9% | +75.6% | +102.2% |
| 5Y | +26.0% | +72.2% | -46.2% | +0.1% |
| All | +363.3% | +214.3% | +149.0% | +221.2% |
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