+25.1%
ENIC vs SPY
+324.7%
-299.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -2.8% | +2.6% | -5.4% | -4.5% |
| 30D | -4.5% | -2.0% | -2.5% | -3.3% |
| 3M | -4.3% | -2.8% | -1.5% | -2.6% |
| 6M | -2.9% | +2.1% | -5.0% | -4.4% |
| YTD | +8.7% | +11.5% | -2.7% | +1.1% |
| 1Y | +12.1% | +13.5% | -1.4% | +3.0% |
| 3Y | +81.2% | +77.7% | +3.5% | +22.8% |
| 5Y | +183.7% | +72.6% | +111.1% | +94.0% |
| 10Y | +70.7% | +308.2% | -237.5% | -31.3% |
| All | +25.1% | +324.7% | -299.7% | -51.7% |
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