+171.9%
ENIC vs SPY
+81.8%
+90.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.5% | +3.3% |
| 7D | +6.3% | +0.5% | +5.7% | +5.8% |
| 30D | +0.9% | -0.9% | +1.8% | +1.5% |
| 3M | +10.6% | +3.9% | +6.7% | +7.6% |
| 6M | +24.5% | +14.5% | +10.0% | +13.2% |
| YTD | +18.0% | +12.9% | +5.1% | +8.4% |
| 1Y | +32.5% | +19.4% | +13.2% | +17.1% |
| 3Y | +101.4% | +78.5% | +22.9% | +32.9% |
| 5Y | +171.9% | +81.8% | +90.2% | +71.0% |
| All | +171.9% | +81.8% | +90.1% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling