-44.4%
ENGS vs SPY
+40.1%
-84.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.9% |
| 7D | +6.2% | +0.1% | +6.1% | +6.1% |
| 30D | +3.4% | +0.1% | +3.3% | +3.3% |
| 3M | +74.1% | +2.0% | +72.1% | +71.3% |
| 6M | +227.4% | +13.0% | +214.4% | +198.4% |
| YTD | +222.8% | +13.5% | +209.2% | +194.1% |
| 1Y | -40.1% | +20.0% | -60.1% | -47.2% |
| All | -44.4% | +40.1% | -84.6% | -56.4% |
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