+184.3%
ENS vs SPY
+318.9%
-134.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.8% |
| 7D | -0.5% | -2.0% | +1.4% | +2.1% |
| 30D | -3.9% | -1.7% | -2.2% | -1.7% |
| 3M | -18.8% | +4.7% | -23.5% | -23.4% |
| 6M | +10.9% | +12.5% | -1.6% | -4.6% |
| YTD | +22.3% | +11.7% | +10.6% | +6.7% |
| 1Y | +72.2% | +17.5% | +54.8% | +41.0% |
| 3Y | +88.2% | +76.6% | +11.7% | -11.6% |
| 5Y | +134.0% | +82.0% | +51.9% | +5.8% |
| All | +184.3% | +318.9% | -134.6% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling