-18.0%
ENTA vs SPY
+523.9%
-541.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | +6.5% | +0.1% | +6.5% | +6.4% |
| 3M | +20.0% | +2.0% | +18.0% | +17.2% |
| 6M | -8.6% | +13.0% | -21.6% | -19.1% |
| YTD | -10.7% | +13.5% | -24.3% | -21.3% |
| 1Y | +58.4% | +20.0% | +38.4% | +32.6% |
| 3Y | -4.5% | +77.2% | -81.7% | -44.9% |
| 5Y | -75.6% | +81.9% | -157.5% | -86.3% |
| 10Y | -36.1% | +314.1% | -350.2% | -83.6% |
| All | -18.0% | +523.9% | -541.9% | -80.5% |
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