-48.7%
ENOV vs SPY
+670.0%
-718.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.8% |
| 7D | -25.5% | +0.1% | -25.6% | -25.5% |
| 30D | -38.5% | +0.1% | -38.6% | -38.4% |
| 3M | -18.8% | +2.0% | -20.8% | -21.5% |
| 6M | -28.0% | +13.0% | -41.0% | -39.7% |
| YTD | -30.3% | +13.5% | -43.9% | -42.0% |
| 1Y | -41.2% | +20.0% | -61.1% | -54.6% |
| 3Y | -67.2% | +77.2% | -144.3% | -85.6% |
| 5Y | -77.8% | +81.9% | -159.7% | -90.7% |
| 10Y | -63.9% | +314.1% | -377.9% | -95.2% |
| All | -48.7% | +670.0% | -718.6% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling