+59.3%
ENB vs SPXU
-83.3%
+142.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.7% |
| 7D | +3.1% | -7.6% | +10.7% | +2.0% |
| 30D | +2.1% | +5.3% | -3.2% | +3.1% |
| 3M | -4.4% | +9.6% | -14.1% | -2.9% |
| 6M | -10.1% | -4.5% | -5.5% | -10.2% |
| YTD | +5.2% | -25.9% | +31.1% | +1.4% |
| 1Y | +4.2% | -28.9% | +33.1% | -0.1% |
| 3Y | +70.1% | -80.5% | +150.6% | +33.2% |
| All | +59.3% | -83.3% | +142.6% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling