+27.6%
EDSA vs SPY
+14.6%
+13.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.5% | -3.6% |
| 7D | -15.2% | -0.7% | -14.5% | -15.6% |
| 30D | -44.5% | -1.0% | -43.5% | -44.9% |
| 3M | -59.5% | -0.3% | -59.2% | -59.6% |
| 6M | -86.5% | +7.3% | -93.9% | -84.8% |
| YTD | +52.8% | +13.3% | +39.5% | +80.8% |
| 1Y | +27.6% | +14.8% | +12.9% | +50.2% |
| All | +27.6% | +14.6% | +13.0% | +50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling