+1,552.4%
ENS vs SPY
+948.2%
+604.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.6% |
| 7D | -1.9% | +0.1% | -2.0% | -2.1% |
| 30D | -4.2% | +0.1% | -4.2% | -4.2% |
| 3M | -23.6% | +2.0% | -25.6% | -25.3% |
| 6M | +9.1% | +13.0% | -3.9% | -6.5% |
| YTD | +24.3% | +13.5% | +10.8% | +6.2% |
| 1Y | +77.7% | +20.0% | +57.8% | +41.6% |
| 3Y | +78.1% | +77.2% | +0.9% | -16.2% |
| 5Y | +125.4% | +81.9% | +43.6% | +3.1% |
| 10Y | +180.0% | +314.1% | -134.0% | -54.6% |
| All | +1,552.4% | +948.2% | +604.2% | -18.9% |
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 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