+703.9%
ENB vs SPXS
-100.0%
+803.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -0.5% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -2.2% | +0.8% | -3.1% | -2.0% |
| 3M | -10.5% | -4.7% | -5.8% | -11.3% |
| 6M | -5.1% | -29.6% | +24.6% | -12.3% |
| YTD | +9.0% | -29.8% | +38.8% | +0.7% |
| 1Y | +8.2% | -38.9% | +47.1% | -3.0% |
| 3Y | +67.8% | -79.6% | +147.4% | +20.0% |
| 5Y | +69.4% | -85.9% | +155.3% | +22.0% |
| 10Y | +117.5% | -99.5% | +217.1% | -15.4% |
| All | +703.9% | -100.0% | +803.9% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling