-100.0%
ENSC vs SPY
+209.4%
-309.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.4% | +7.7% | +8.7% |
| 7D | -5.2% | +0.1% | -5.3% | -5.3% |
| 30D | -31.3% | -3.3% | -28.0% | -29.9% |
| 3M | -30.4% | -2.4% | -28.0% | -29.4% |
| 6M | +3.4% | +2.6% | +0.9% | +2.7% |
| YTD | -60.7% | +11.2% | -71.9% | -62.7% |
| 1Y | -82.4% | +13.4% | -95.8% | -83.5% |
| 3Y | -97.2% | +79.9% | -177.1% | -97.8% |
| 5Y | -100.0% | +72.2% | -172.2% | -100.0% |
| All | -100.0% | +209.4% | -309.4% | -100.0% |
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 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