-100.0%
ENSC vs SPY
+210.1%
-310.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.4% | +8.2% |
| 7D | +27.1% | +2.6% | +24.5% | +25.3% |
| 30D | -25.5% | -2.0% | -23.5% | -24.5% |
| 3M | +19.8% | -2.8% | +22.6% | +21.8% |
| 6M | +45.1% | +2.1% | +43.0% | +44.3% |
| YTD | -54.6% | +11.5% | -66.1% | -57.0% |
| 1Y | -79.8% | +13.5% | -93.3% | -81.0% |
| 3Y | -96.7% | +77.7% | -174.4% | -97.4% |
| 5Y | -100.0% | +72.6% | -172.6% | -100.0% |
| All | -100.0% | +210.1% | -310.1% | -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