+35.8%
ENOR vs SPY
+11.8%
+24.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -0.4% | +3.3% | -3.7% | -1.5% |
| 30D | -0.1% | -2.7% | +2.6% | +0.7% |
| 3M | +1.0% | -1.7% | +2.8% | +1.5% |
| 6M | +1.5% | +3.1% | -1.5% | +0.2% |
| YTD | +30.6% | +11.9% | +18.7% | +24.5% |
| 1Y | +35.8% | +12.0% | +23.8% | +29.5% |
| All | +35.8% | +11.8% | +24.1% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling