-87.5%
EDZ vs SPY
+77.4%
-164.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -12.5% |
| 3M | -10.3% | +2.0% | -12.3% | -0.2% |
| 6M | -49.5% | +13.0% | -62.5% | -23.6% |
| YTD | -60.8% | +13.5% | -74.3% | -39.2% |
| 1Y | -71.4% | +20.0% | -91.3% | -49.1% |
| All | -87.5% | +77.4% | -164.8% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling