-96.7%
ENLV vs SPY
+77.0%
-173.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.8% |
| 7D | -12.7% | -0.8% | -12.0% | -12.2% |
| 30D | -47.8% | -1.1% | -46.8% | -47.4% |
| 3M | -91.1% | +3.9% | -95.0% | -91.4% |
| 6M | -94.3% | +13.6% | -107.9% | -94.8% |
| YTD | -90.9% | +12.7% | -103.6% | -91.7% |
| 1Y | -94.0% | +17.5% | -111.5% | -94.7% |
| 3Y | -96.7% | +76.9% | -173.6% | -97.5% |
| All | -96.7% | +77.0% | -173.7% | -97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling