+81.2%
ENOR vs SPY
+75.1%
+6.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.6% |
| 7D | -6.3% | -2.7% | -3.6% | -4.9% |
| 30D | +0.8% | -5.4% | +6.2% | +4.2% |
| 3M | +2.3% | -4.1% | +6.4% | +4.8% |
| 6M | -1.2% | +0.7% | -1.9% | -2.2% |
| YTD | +28.0% | +8.7% | +19.4% | +20.1% |
| 1Y | +37.0% | +10.9% | +26.1% | +26.5% |
| 3Y | +81.2% | +75.0% | +6.2% | +13.1% |
| All | +81.2% | +75.1% | +6.1% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling