-99.7%
EDSA vs SPY
+306.4%
-406.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -0.4% | -18.5% | -18.6% |
| 7D | -11.4% | -0.6% | -10.8% | -10.9% |
| 30D | -42.5% | -3.7% | -38.8% | -40.7% |
| 3M | -61.5% | -2.7% | -58.7% | -60.6% |
| 6M | -87.6% | +2.2% | -89.8% | -87.8% |
| YTD | +42.3% | +10.8% | +31.4% | +30.7% |
| 1Y | +16.8% | +11.2% | +5.5% | +6.8% |
| 3Y | -25.2% | +76.5% | -101.7% | -53.6% |
| 5Y | -96.0% | +72.9% | -168.9% | -97.5% |
| All | -99.7% | +306.4% | -406.1% | -99.8% |
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 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