-81.2%
ENGN vs SPY
+79.8%
-161.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.2% | -3.5% |
| 7D | -2.1% | -0.4% | -1.8% | -2.0% |
| 30D | +5.7% | -1.4% | +7.1% | +6.2% |
| 3M | +10.8% | +3.7% | +7.1% | +9.4% |
| 6M | -73.8% | +13.0% | -86.8% | -74.6% |
| YTD | -79.5% | +12.4% | -91.9% | -80.1% |
| 1Y | -66.7% | +18.5% | -85.2% | -67.8% |
| 3Y | -83.0% | +77.6% | -160.7% | -83.2% |
| All | -81.2% | +79.8% | -161.0% | -81.4% |
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