-0.9%
ENR vs SPY
+332.7%
-333.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +1.2% | +2.6% | -1.4% | -1.0% |
| 30D | +10.1% | -2.0% | +12.1% | +11.9% |
| 3M | +7.9% | -2.8% | +10.7% | +10.5% |
| 6M | +46.4% | +2.1% | +44.3% | +43.3% |
| YTD | +26.9% | +11.5% | +15.5% | +15.1% |
| 1Y | +5.9% | +13.5% | -7.6% | -5.3% |
| 3Y | -17.3% | +77.7% | -95.0% | -51.1% |
| 5Y | -22.2% | +72.6% | -94.8% | -53.3% |
| 10Y | -23.5% | +308.2% | -331.7% | -79.0% |
| All | -0.9% | +332.7% | -333.6% | -74.0% |
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