-100.0%
ENSC vs SPY
+211.2%
-311.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +7.7% |
| 7D | +7.2% | +3.3% | +3.9% | +5.3% |
| 30D | -32.5% | -2.7% | -29.8% | -31.3% |
| 3M | -3.0% | -1.7% | -1.3% | -2.0% |
| 6M | +22.1% | +3.1% | +19.0% | +20.8% |
| YTD | -57.9% | +11.9% | -69.8% | -60.2% |
| 1Y | -81.2% | +12.0% | -93.2% | -82.2% |
| 3Y | -96.8% | +78.2% | -175.0% | -97.5% |
| 5Y | -100.0% | +73.2% | -173.2% | -100.0% |
| All | -100.0% | +211.2% | -311.2% | -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 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