-92.6%
ENGS vs SPY
+37.6%
-130.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.9% | -0.4% | -24.6% | -24.8% |
| 7D | -92.3% | +2.6% | -94.9% | -92.6% |
| 30D | -89.7% | -2.0% | -87.7% | -89.9% |
| 3M | -87.8% | -2.8% | -85.0% | -88.0% |
| 6M | -75.7% | +2.1% | -77.9% | -76.9% |
| YTD | -57.3% | +11.5% | -68.8% | -61.7% |
| 1Y | -77.5% | +13.5% | -91.0% | -80.1% |
| All | -92.6% | +37.6% | -130.2% | -94.3% |
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 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