-92.6%
ENHA vs SPY
+3.5%
-96.1%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.4% | -10.2% | -10.7% |
| 7D | -11.9% | +3.3% | -15.2% | -10.7% |
| 30D | -41.9% | -2.7% | -39.3% | -42.9% |
| 3M | -67.9% | -1.7% | -66.1% | -68.4% |
| 6M | -87.7% | +3.1% | -90.8% | -86.5% |
| All | -92.6% | +3.5% | -96.1% | -91.8% |
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