-4.0%
ENGS vs SPY
+34.1%
-38.1%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | +4.9% | -2.7% | +7.6% | +6.1% |
| 30D | +50.3% | -5.4% | +55.7% | +54.6% |
| 3M | +72.1% | -4.1% | +76.2% | +75.2% |
| 6M | +280.0% | +0.7% | +279.3% | +273.0% |
| YTD | +457.5% | +8.7% | +448.8% | +418.3% |
| 1Y | +19.9% | +10.9% | +9.1% | +8.2% |
| All | -4.0% | +34.1% | -38.1% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling