-99.3%
EDSA vs SPY
+318.9%
-418.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.8% |
| 7D | -2.1% | -2.0% | -0.1% | -0.7% |
| 30D | -15.6% | -1.7% | -13.9% | -14.5% |
| 3M | -10.6% | +4.7% | -15.3% | -13.8% |
| 6M | -32.5% | +12.5% | -45.0% | -38.2% |
| YTD | +228.2% | +11.7% | +216.4% | +199.3% |
| 1Y | +91.0% | +17.5% | +73.5% | +67.3% |
| 3Y | -23.5% | +76.6% | -100.0% | -52.6% |
| 5Y | -88.8% | +82.0% | -170.8% | -93.2% |
| All | -99.3% | +318.9% | -418.2% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling