+11,014.9%
ENB vs SPY
+3,056.6%
+7,958.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.4% |
| 7D | -1.8% | -0.9% | -0.9% | -1.4% |
| 30D | +2.0% | -2.4% | +4.4% | +3.2% |
| 3M | -5.8% | -1.2% | -4.7% | -5.5% |
| 6M | -9.7% | +3.3% | -13.0% | -11.6% |
| YTD | +4.2% | +12.3% | -8.1% | -2.8% |
| 1Y | +3.2% | +12.4% | -9.2% | -3.8% |
| 3Y | +70.6% | +78.8% | -8.2% | +21.9% |
| 5Y | +55.1% | +75.2% | -20.0% | +11.3% |
| 10Y | +107.6% | +311.1% | -203.5% | -1.8% |
| All | +11,014.9% | +3,056.6% | +7,958.4% | +2,951.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling