-100.0%
EDZ vs SPY
+1,054.8%
-1,154.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.3% | -6.7% | -5.4% |
| 7D | +6.8% | -2.7% | +9.5% | -0.2% |
| 30D | +42.3% | -5.4% | +47.7% | +23.4% |
| 3M | +25.7% | -4.1% | +29.8% | +15.2% |
| 6M | +21.2% | +0.7% | +20.5% | +38.1% |
| YTD | -41.4% | +8.7% | -50.1% | -9.5% |
| 1Y | -42.7% | +10.9% | -53.6% | -5.1% |
| 3Y | -82.2% | +75.0% | -157.2% | +43.8% |
| 5Y | -73.8% | +67.8% | -141.6% | +134.6% |
| 10Y | -98.1% | +312.9% | -410.9% | +857.6% |
| All | -100.0% | +1,054.8% | -1,154.8% | +2,891.7% |
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