-93.1%
ENHA vs SPY
+3.2%
-96.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -7.5% |
| 7D | -20.3% | +2.6% | -22.9% | -19.5% |
| 30D | -43.0% | -2.0% | -41.0% | -43.6% |
| 3M | -73.3% | -2.8% | -70.5% | -74.1% |
| 6M | -87.4% | +2.1% | -89.5% | -86.5% |
| All | -93.1% | +3.2% | -96.3% | -92.4% |
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 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