-100.0%
EDZ vs SPY
+1,077.8%
-1,177.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +1.3% |
| 7D | +0.2% | -0.6% | +0.8% | +0.6% |
| 30D | +29.6% | -3.7% | +33.3% | +19.2% |
| 3M | +18.1% | -2.7% | +20.8% | +13.4% |
| 6M | +15.8% | +2.2% | +13.6% | +38.5% |
| YTD | -45.3% | +10.8% | -56.1% | -9.7% |
| 1Y | -44.7% | +11.2% | -56.0% | -7.2% |
| 3Y | -84.0% | +76.5% | -160.5% | +33.3% |
| 5Y | -75.3% | +72.9% | -148.3% | +144.2% |
| 10Y | -98.3% | +304.8% | -403.1% | +687.9% |
| All | -100.0% | +1,077.8% | -1,177.8% | +2,883.2% |
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 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