+3,674.0%
ENLT vs SPY
+106.2%
+3,567.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.2% |
| 7D | -4.5% | -2.0% | -2.5% | -2.3% |
| 30D | -10.5% | -1.7% | -8.8% | -8.7% |
| 3M | -17.8% | +4.7% | -22.5% | -21.3% |
| 6M | +5.6% | +12.5% | -6.9% | -5.0% |
| YTD | +62.7% | +11.7% | +51.0% | +47.3% |
| 1Y | +150.2% | +17.5% | +132.7% | +117.5% |
| 3Y | +345.3% | +76.6% | +268.8% | +137.3% |
| All | +3,674.0% | +106.2% | +3,567.8% | +1,537.5% |
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