-100.0%
ENVB vs SPY
+312.5%
-412.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +2.9% | +3.0% |
| 7D | +1.0% | -0.4% | +1.4% | +1.4% |
| 30D | -5.5% | -1.4% | -4.1% | -4.0% |
| 3M | -9.1% | +3.7% | -12.8% | -13.0% |
| 6M | -26.9% | +13.0% | -39.9% | -37.2% |
| YTD | -59.9% | +12.4% | -72.3% | -65.3% |
| 1Y | -86.2% | +18.5% | -104.8% | -88.7% |
| 3Y | -100.0% | +77.6% | -177.6% | -100.0% |
| 5Y | -100.0% | +81.7% | -181.7% | -100.0% |
| 10Y | -100.0% | +319.7% | -419.7% | -100.0% |
| All | -100.0% | +312.5% | -412.5% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling