-1.5%
ENTA vs SPY
+14.6%
-16.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +1.2% |
| 7D | -7.8% | -0.7% | -7.1% | -7.2% |
| 30D | -15.5% | -1.0% | -14.4% | -14.7% |
| 3M | -20.0% | -0.3% | -19.7% | -19.8% |
| 6M | -26.8% | +7.3% | -34.1% | -32.7% |
| YTD | -32.5% | +13.3% | -45.8% | -42.7% |
| 1Y | -1.5% | +14.8% | -16.3% | -18.3% |
| All | -1.5% | +14.6% | -16.1% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling