+91.0%
EDSA vs SPY
+17.2%
+73.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.7% |
| 7D | -2.1% | -2.0% | -0.1% | -3.4% |
| 30D | -15.6% | -1.7% | -13.9% | -16.5% |
| 3M | -10.6% | +4.7% | -15.3% | -7.1% |
| 6M | -32.5% | +12.5% | -45.0% | -23.9% |
| YTD | +228.2% | +11.7% | +216.4% | +264.3% |
| 1Y | +91.0% | +17.5% | +73.5% | +93.8% |
| All | +91.0% | +17.2% | +73.8% | +93.8% |
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 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