-83.5%
ENGN vs SPY
+77.0%
-160.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.1% |
| 7D | -1.1% | -0.8% | -0.3% | -0.6% |
| 30D | +5.9% | -1.1% | +6.9% | +6.7% |
| 3M | +9.8% | +3.9% | +5.9% | +6.9% |
| 6M | -73.8% | +13.6% | -87.4% | -75.5% |
| YTD | -80.1% | +12.7% | -92.7% | -81.3% |
| 1Y | -70.3% | +17.5% | -87.8% | -72.4% |
| 3Y | -83.5% | +76.9% | -160.4% | -74.0% |
| All | -83.5% | +77.0% | -160.5% | -74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling