-99.2%
EDSA vs SPY
+804.3%
-903.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | -8.5% | +0.1% | -8.6% | -8.5% |
| 3M | -33.3% | +2.0% | -35.3% | -34.1% |
| 6M | +10.8% | +13.0% | -2.2% | +0.8% |
| YTD | +233.1% | +13.5% | +219.6% | +200.7% |
| 1Y | +87.0% | +20.0% | +67.0% | +61.8% |
| 3Y | -19.6% | +77.2% | -96.7% | -49.3% |
| 5Y | -88.3% | +81.9% | -170.2% | -92.7% |
| 10Y | -99.4% | +314.1% | -413.4% | -99.8% |
| All | -99.2% | +804.3% | -903.5% | -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 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