+542.7%
ENB vs SPXU
-100.0%
+642.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | 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% | -12.5% |
| YTD | +9.0% | -29.9% | +38.8% | +0.4% |
| 1Y | +8.2% | -39.1% | +47.3% | -3.5% |
| 3Y | +67.8% | -80.0% | +147.8% | +17.4% |
| 5Y | +69.4% | -86.0% | +155.4% | +19.6% |
| 10Y | +117.5% | -99.5% | +217.0% | -21.5% |
| All | +542.7% | -100.0% | +642.7% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling