-100.0%
ENSC vs SPY
+215.8%
-315.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.9% |
| 7D | +14.0% | +0.1% | +13.9% | +13.9% |
| 30D | +26.0% | +0.1% | +25.9% | +25.8% |
| 3M | +53.0% | +2.0% | +51.0% | +52.1% |
| 6M | -9.7% | +13.0% | -22.7% | -15.3% |
| YTD | -50.4% | +13.5% | -64.0% | -53.6% |
| 1Y | -78.8% | +20.0% | -98.8% | -80.7% |
| 3Y | -98.3% | +77.2% | -175.5% | -98.7% |
| 5Y | -100.0% | +81.9% | -181.9% | -100.0% |
| All | -100.0% | +215.8% | -315.8% | -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