-36.0%
ENTA vs SPY
+512.6%
-548.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | -0.1% | +2.6% | -2.7% | -2.4% |
| 30D | -1.7% | -2.0% | +0.3% | +0.4% |
| 3M | -18.2% | -2.8% | -15.4% | -15.9% |
| 6M | -21.7% | +2.1% | -23.8% | -23.5% |
| YTD | -30.3% | +11.5% | -41.8% | -37.4% |
| 1Y | -6.2% | +13.5% | -19.7% | -17.1% |
| 3Y | +34.4% | +77.7% | -43.3% | -22.6% |
| 5Y | -88.0% | +72.6% | -160.6% | -92.9% |
| 10Y | -60.9% | +308.2% | -369.1% | -89.8% |
| All | -36.0% | +512.6% | -548.6% | -84.5% |
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