+4,563.5%
ENSG vs SPY
+642.0%
+3,921.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | -1.5% | +0.5% | -2.1% | -2.0% |
| 30D | -6.8% | -0.9% | -5.8% | -6.1% |
| 3M | +9.1% | +3.9% | +5.2% | +5.0% |
| 6M | -17.6% | +14.5% | -32.2% | -27.6% |
| YTD | -2.0% | +12.9% | -14.9% | -13.1% |
| 1Y | -1.9% | +19.4% | -21.3% | -17.3% |
| 3Y | +78.6% | +78.5% | +0.1% | +2.0% |
| 5Y | +112.7% | +81.8% | +30.9% | +17.1% |
| 10Y | +801.5% | +311.5% | +490.0% | +147.9% |
| All | +4,563.5% | +642.0% | +3,921.4% | +671.9% |
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