-98.5%
EDZ vs SPY
+313.2%
-411.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -6.3% |
| 7D | -6.7% | +0.1% | -6.8% | -6.5% |
| 30D | -12.9% | +0.1% | -12.9% | -12.6% |
| 3M | -10.3% | +2.0% | -12.3% | -0.6% |
| 6M | -49.5% | +13.0% | -62.5% | -23.2% |
| YTD | -60.8% | +13.5% | -74.3% | -38.7% |
| 1Y | -71.4% | +20.0% | -91.3% | -47.6% |
| 3Y | -87.2% | +77.2% | -164.4% | -25.3% |
| 5Y | -80.5% | +81.9% | -162.4% | +54.9% |
| All | -98.5% | +313.2% | -411.7% | +244.2% |
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