-14.0%
ENO vs SPY
+79.8%
-93.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.1% | -2.0% | +0.9% | -0.7% |
| 30D | -1.7% | -1.7% | 0.0% | -1.4% |
| 3M | -2.1% | +4.7% | -6.8% | -3.0% |
| 6M | -5.2% | +12.5% | -17.7% | -7.5% |
| YTD | -4.5% | +11.7% | -16.2% | -6.7% |
| 1Y | -8.5% | +17.5% | -25.9% | -11.5% |
| 3Y | -5.7% | +76.6% | -82.3% | -16.5% |
| 5Y | -14.0% | +82.0% | -96.0% | -25.1% |
| All | -14.0% | +79.8% | -93.7% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling