-78.8%
ENSC vs SPY
+20.8%
-99.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +4.1% |
| 7D | +13.9% | +0.1% | +13.8% | +13.8% |
| 30D | +25.9% | +0.1% | +25.8% | +25.5% |
| 3M | +52.9% | +2.0% | +50.9% | +50.1% |
| 6M | -9.8% | +13.0% | -22.8% | -16.4% |
| YTD | -50.5% | +13.5% | -64.0% | -54.5% |
| 1Y | -78.8% | +20.0% | -98.8% | -81.3% |
| All | -78.8% | +20.8% | -99.6% | -81.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling