+1,243.4%
ENS vs SPY
+936.6%
+306.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.8% | -4.2% |
| 7D | -5.4% | -0.9% | -4.4% | -4.0% |
| 30D | -17.2% | -2.4% | -14.8% | -14.3% |
| 3M | -20.6% | -1.2% | -19.4% | -19.2% |
| 6M | -37.5% | +3.3% | -40.8% | -39.7% |
| YTD | +1.1% | +12.3% | -11.2% | -12.2% |
| 1Y | +7.2% | +12.4% | -5.2% | -6.9% |
| 3Y | +77.0% | +78.8% | -1.8% | -17.6% |
| 5Y | +88.3% | +75.2% | +13.1% | -9.2% |
| 10Y | +119.1% | +311.1% | -192.1% | -64.1% |
| All | +1,243.4% | +936.6% | +306.7% | -33.0% |
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