+31.9%
ENIC vs SPY
+332.6%
-300.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | -0.9% | +0.1% | -0.9% | -0.9% |
| 3M | +6.0% | +2.0% | +4.0% | +4.5% |
| 6M | +17.0% | +13.0% | +4.0% | +7.9% |
| YTD | +14.7% | +13.5% | +1.1% | +5.4% |
| 1Y | +27.7% | +20.0% | +7.7% | +13.1% |
| 3Y | +74.8% | +77.2% | -2.4% | +18.7% |
| 5Y | +151.0% | +81.9% | +69.1% | +65.9% |
| 10Y | +59.4% | +314.1% | -254.7% | -36.3% |
| All | +31.9% | +332.6% | -300.7% | -49.7% |
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