-98.3%
ENSC vs SPY
+77.4%
-175.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +4.1% |
| 7D | +14.0% | +0.1% | +13.9% | +13.9% |
| 30D | +26.0% | +0.1% | +25.9% | +25.7% |
| 3M | +53.0% | +2.0% | +51.0% | +50.8% |
| 6M | -9.7% | +13.0% | -22.7% | -20.6% |
| YTD | -50.4% | +13.5% | -64.0% | -56.6% |
| 1Y | -78.8% | +20.0% | -98.8% | -82.5% |
| All | -98.3% | +77.4% | -175.7% | -99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling