+54.7%
ENB vs SPY
+72.4%
-17.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | +2.5% | -3.7% | +6.2% | +4.0% |
| 3M | -5.8% | -2.7% | -3.0% | -4.8% |
| 6M | -8.5% | +2.2% | -10.7% | -9.7% |
| YTD | +3.9% | +10.8% | -6.9% | -1.4% |
| 1Y | +3.7% | +11.2% | -7.5% | -1.8% |
| 3Y | +70.1% | +76.5% | -6.4% | +22.4% |
| All | +54.7% | +72.4% | -17.7% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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