+2,780.4%
ENB vs SPYG
+561.6%
+2,218.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.5% | +1.2% | -1.7% | -1.0% |
| 30D | -0.2% | -1.6% | +1.3% | +0.4% |
| 3M | -7.5% | +3.4% | -10.9% | -9.3% |
| 6M | -4.1% | +18.9% | -23.0% | -12.0% |
| YTD | +9.8% | +13.8% | -4.0% | +2.6% |
| 1Y | +8.7% | +20.6% | -11.9% | -1.4% |
| 3Y | +79.0% | +100.5% | -21.5% | +25.1% |
| 5Y | +69.1% | +84.6% | -15.5% | +20.7% |
| 10Y | +96.5% | +410.8% | -314.3% | -11.2% |
| All | +2,780.4% | +561.6% | +2,218.8% | +802.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling