+167.3%
ENOR vs SPY
+312.5%
-145.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.6% |
| 7D | +1.9% | -0.4% | +2.3% | +2.2% |
| 30D | +7.2% | -1.4% | +8.6% | +8.5% |
| 3M | +10.4% | +3.7% | +6.7% | +6.5% |
| 6M | +14.8% | +13.0% | +1.8% | +2.0% |
| YTD | +37.2% | +12.4% | +24.8% | +22.5% |
| 1Y | +40.2% | +18.5% | +21.7% | +19.0% |
| 3Y | +90.1% | +77.6% | +12.4% | +8.3% |
| 5Y | +64.6% | +81.7% | -17.1% | -9.1% |
| 10Y | +167.3% | +319.7% | -152.3% | -32.5% |
| All | +167.3% | +312.5% | -145.2% | -32.5% |
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 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