-9.5%
ENO vs SPY
+341.8%
-351.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -1.7% | +2.6% | -4.2% | -2.2% |
| 30D | -2.2% | -2.0% | -0.2% | -1.8% |
| 3M | -7.6% | -2.8% | -4.8% | -7.1% |
| 6M | -10.9% | +2.1% | -13.1% | -11.4% |
| YTD | -10.7% | +11.5% | -22.2% | -12.9% |
| 1Y | -12.1% | +13.5% | -25.6% | -14.7% |
| 3Y | -6.8% | +77.7% | -84.5% | -18.5% |
| 5Y | -18.9% | +72.6% | -91.5% | -29.1% |
| 10Y | -7.9% | +308.2% | -316.1% | -33.4% |
| All | -9.5% | +341.8% | -351.3% | -35.0% |
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