+61.1%
ENB vs SPXS
-86.0%
+147.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -1.3% |
| 7D | -4.7% | +2.5% | -7.1% | -4.3% |
| 30D | -5.9% | +4.2% | -10.1% | -5.3% |
| 3M | -14.2% | -9.3% | -4.9% | -15.3% |
| 6M | -8.6% | -30.7% | +22.1% | -13.0% |
| YTD | +3.9% | -28.1% | +31.9% | -0.5% |
| 1Y | +1.8% | -35.1% | +36.9% | -3.9% |
| 3Y | +68.5% | -79.6% | +148.1% | +34.0% |
| All | +61.1% | -86.0% | +147.0% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 5y: compounded portfolio wealth divided by compounded SPXS 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…
5y analysis · Full analysis span regression · 6 months rolling