-92.0%
ENHA vs SPY
+2.6%
-94.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.2% | -8.8% |
| 7D | +9.0% | -0.6% | +9.6% | +7.3% |
| 30D | -38.0% | -3.7% | -34.3% | -39.3% |
| 3M | -68.6% | -2.7% | -65.9% | -69.3% |
| 6M | -92.0% | +2.2% | -94.2% | -91.2% |
| All | -92.0% | +2.6% | -94.6% | -91.2% |
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 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