-99.6%
EDSA vs SPY
+794.3%
-893.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.3% | +8.6% | +8.9% |
| 7D | +2.3% | -0.9% | +3.2% | +3.2% |
| 30D | -24.5% | -2.4% | -22.1% | -23.0% |
| 3M | -59.8% | -1.2% | -58.6% | -59.3% |
| 6M | -85.5% | +3.3% | -88.8% | -85.8% |
| YTD | +56.3% | +12.3% | +44.0% | +42.6% |
| 1Y | +22.0% | +12.4% | +9.5% | +11.1% |
| 3Y | -17.8% | +78.8% | -96.6% | -48.3% |
| 5Y | -95.5% | +75.2% | -170.7% | -97.1% |
| 10Y | -99.6% | +311.1% | -410.7% | -99.9% |
| All | -99.6% | +794.3% | -893.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling