-21.0%
ENOV vs SPY
+661.5%
-682.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | -0.7% |
| 7D | +16.9% | -0.9% | +17.8% | +17.1% |
| 30D | +56.4% | -2.4% | +58.8% | +60.8% |
| 3M | +16.1% | -1.2% | +17.2% | +17.3% |
| 6M | +15.2% | +3.3% | +11.9% | +8.6% |
| YTD | +7.2% | +12.3% | -5.1% | -10.0% |
| 1Y | -9.4% | +12.4% | -21.8% | -24.0% |
| 3Y | -40.3% | +78.8% | -119.2% | -74.4% |
| 5Y | -67.5% | +75.2% | -142.7% | -85.8% |
| 10Y | -54.4% | +311.1% | -365.5% | -94.0% |
| All | -21.0% | +661.5% | -682.5% | -95.4% |
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