+88.5%
ENB vs SPYG
+424.6%
-336.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | -4.7% | -0.9% | -3.8% | -4.2% |
| 30D | -5.9% | -1.5% | -4.4% | -5.2% |
| 3M | -14.2% | +3.7% | -18.0% | -16.3% |
| 6M | -8.6% | +16.4% | -25.0% | -16.6% |
| YTD | +3.9% | +13.3% | -9.4% | -4.0% |
| 1Y | +1.8% | +17.9% | -16.1% | -8.4% |
| 3Y | +68.5% | +98.3% | -29.8% | +6.0% |
| 5Y | +62.4% | +86.4% | -24.0% | +3.7% |
| All | +88.5% | +424.6% | -336.0% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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