-88.4%
EDSA vs SPY
+81.8%
-170.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | -1.0% | +0.5% | -1.6% | -1.4% |
| 30D | -10.2% | -0.9% | -9.3% | -9.7% |
| 3M | -11.9% | +3.9% | -15.8% | -14.5% |
| 6M | -27.5% | +14.5% | -42.0% | -34.1% |
| YTD | +233.1% | +12.9% | +220.2% | +202.9% |
| 1Y | +95.5% | +19.4% | +76.1% | +69.6% |
| 3Y | -22.3% | +78.5% | -100.8% | -53.8% |
| 5Y | -88.4% | +81.8% | -170.2% | -93.4% |
| All | -88.4% | +81.8% | -170.2% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling