-100.0%
ENLV vs SPY
+377.9%
-477.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.7% |
| 7D | -12.7% | -0.8% | -12.0% | -12.3% |
| 30D | -47.8% | -1.1% | -46.8% | -47.5% |
| 3M | -91.1% | +3.9% | -95.0% | -91.3% |
| 6M | -94.3% | +13.6% | -107.9% | -94.7% |
| YTD | -90.9% | +12.7% | -103.6% | -91.5% |
| 1Y | -94.0% | +17.5% | -111.5% | -94.6% |
| 3Y | -96.7% | +76.9% | -173.6% | -97.6% |
| 5Y | -99.4% | +83.6% | -183.0% | -99.6% |
| 10Y | -99.9% | +320.7% | -420.6% | -100.0% |
| All | -100.0% | +377.9% | -477.8% | -100.0% |
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 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