-76.4%
ENOV vs SPY
+81.0%
-157.4%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.2% |
| 7D | -5.8% | -0.4% | -5.4% | -5.5% |
| 30D | -21.5% | -1.4% | -20.1% | -20.1% |
| 3M | -20.6% | +3.7% | -24.3% | -24.1% |
| 6M | -22.8% | +13.0% | -35.8% | -33.4% |
| YTD | -28.6% | +12.4% | -41.0% | -37.9% |
| 1Y | -39.0% | +18.5% | -57.5% | -50.0% |
| 3Y | -64.8% | +77.6% | -142.4% | -81.5% |
| 5Y | -76.4% | +81.7% | -158.1% | -87.9% |
| All | -76.4% | +81.0% | -157.4% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling