+51.3%
ENDW vs SPY
+46.8%
+4.6%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +2.3% | +0.1% | +2.2% | +2.2% |
| 3M | +4.1% | +2.0% | +2.1% | +2.6% |
| 6M | +9.3% | +13.0% | -3.7% | -0.3% |
| YTD | +15.7% | +13.5% | +2.2% | +5.1% |
| 1Y | +22.8% | +20.0% | +2.8% | +6.5% |
| All | +51.3% | +46.8% | +4.6% | +10.3% |
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