+145.3%
ENOR vs SPY
+315.0%
-169.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +0.6% |
| 7D | -2.3% | +0.1% | -2.3% | -2.5% |
| 30D | +2.4% | -3.3% | +5.7% | +5.3% |
| 3M | +3.7% | -2.4% | +6.1% | +5.6% |
| 6M | +2.6% | +2.6% | 0.0% | -0.4% |
| YTD | +31.5% | +11.2% | +20.2% | +18.1% |
| 1Y | +39.1% | +13.4% | +25.7% | +22.7% |
| 3Y | +89.1% | +79.9% | +9.2% | +6.1% |
| 5Y | +45.5% | +72.2% | -26.7% | -15.5% |
| 10Y | +145.3% | +307.3% | -162.0% | -39.7% |
| All | +145.3% | +315.0% | -169.7% | -39.7% |
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