+90.4%
ENB vs SPXU
-99.5%
+189.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.8% | -5.7% | -3.4% |
| 7D | -4.6% | +6.4% | -10.9% | -3.1% |
| 30D | -5.2% | +5.9% | -11.2% | -3.8% |
| 3M | -13.4% | -11.7% | -1.7% | -15.8% |
| 6M | -7.8% | -28.7% | +20.9% | -14.6% |
| YTD | +4.9% | -26.4% | +31.2% | -1.9% |
| 1Y | +3.2% | -35.2% | +38.5% | -6.2% |
| 3Y | +71.0% | -79.8% | +150.8% | +19.9% |
| 5Y | +64.0% | -86.1% | +150.0% | +15.6% |
| All | +90.4% | -99.5% | +189.9% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling